Yes, Romans sometimes settled in provincial cities, and sometimes populations were transplanted from one part of the Empire to another, but basically the Roman presence was just the army and the governors, and even the army probably would only have been made up of outsiders for the first 25 years or so after the conquest of a given region.

So the Roman Empire itself probably had little influence on the later phenotypes of the regions they conquered; their genetic influence was most likely absorbed within a few hundred years at most.