I'm not sure what the point of keeping her in Rome is.

Gratuitous angst for Octavia and Agrippa? That's about the only reasoning I can see. Although seriously, they could've gotten that just as easily by sending Octavia off with Antony to Egypt and have her forced to watch the whole Cleopatra/Antony thing, while Agrippa's back in Rome. Not that Octavia'd probably care about Cleopatra, except I think Cleopatra might be the sort to rub her face in it.