When ancient Romans looked back to their origins, they told two very different stories, but each had a similar message. One founder of the Roman race was Aeneas, a refugee from the losing side in the Trojan War, who endured storm and shipwreck around the Mediterranean before landing in Italy to establish his new home. The other was Romulus who, in order to find citizens for the little settlement he was building on the banks of the Tiber, declared it an “asylum” and welcomed any runaways and criminals who wanted to join.

It...