The Bible gives us a clue of other books and most certainly other prophecies that will shock the world if contained in the scriptures. John 21:25 "Now there are also many other things that Jesus did. Were every one of them to be written, I suppose that the world itself could not contain the books that would be written."

*** How do we know if the Roman's didn't burn parts of the Bible that might have been included ? *** Answer: Presumably they did. However: it's extremely unlikely that they were able to burn all copies of any particular religious document of a religion as wide-spread as Christianity. There are without a doubt several documents mentioned in the Bible that are not extant, and if they had been available at the time of the formation of the Bible it is extremely likely that some of them would have been included. *** How do we know that isn't a book out there that would explain things better that isn't available to use because the Romans, Greeks, Egyptians, Babylonians or Persians burned it in their persecution of the Catholics. *** Answer: well...by the time Christianity had spread among all of those nations (at least: among the nations that you listed that actually existed during the Christian period), so had the religious documents. Nevertheless, we HAVE found caches of documents belonging to (historically obscure, definitely non-Catholic) branches of Christianity that WERE unknown to those who compiled the Bible. For example: most of the Christian religious documents found in the Nag Hammadi Scrolls were apparently unknown by the end of the 5th c. C.E. (see: Decretum Gelasianum)

Many letters and manuscripts were destroyed during the Roman and earlier Jewish persecution of the early Christians. There was probably lots of stuff that would have been included if the writings had survived. After Rome conquered all those other empires you mention, they became vassal states, just like Judea was. They too were controlled by Rome, so any persecution that happened within their lands was also Roman.

Christians sects did have some of their documents burned. But the mystery that was hidden in ages past, is still contained within the bible.

https://www.youtube.com/watch?v=OQLoOY9qeVA

The original is still intact, word for word.

There were a number of books removed from the original Bibles. There were 80 books in the original Bible. The Council of Trent removed 14 of those books making 66 books in the current Bible. Most of those books are still available to read today and they are very interesting. I have read most of them. Some of these books are: The Lost Books of Eden (a.k.a. the Bools of Adam and Eve); The Book of the Cave of Treasures; The Book of the Bee, The Book of Enoch; The Book of Jasher; The Book of the Infant Jesus Christ; the Book of the Apocrypha. These books are all available on the internet and some on You tube, Amazon has some of them as well. Reading these books, although not considered "inspired" give very good histories of those early days of the Hebrew nation.