There are no non-stop flights to Rome from anywhere in Australia. So you have to transit somewhere.
Note that in airline-speak, "direct" does not necessarily mean non-stop. "Direct" means a single flight number service such as flight QF1 operating SYD-BKK-LHR would be considered "direct" from Sydney to London even though it transits through Bangkok. There are no "direct" services to Rome from Australia. All will transit/connect in places like DXB, SIN, HKG, KUL, BKK, DOH etc.
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