I think I remember having cousins who had a set like that. The Roman numerals I believe are the same in function as the three sizes of pieces that Risk sets that come out now have.
What is pretty cool is combining the Risk game with abstract pieces with the cards from Nuclear War. Bonus points for someone who can track down these rules.
The 80s edition featured the Roman numerals I, III, V, and X. The tokens were excellent for Risk variants. The IIIs looked like temples and we used the Xs for leaders. Good times!