My interpretation is that the proposed trilogy, set in Egypt, Greece, and Rome, would be set around the same historical timeframe with, presumably, the same assassin. In that case, it would make sense to base the game probably during the time of the Second Triumvirate, in Egypt when Cleopatra and Mark Antony were ruling the region. It would totally make sense to me that you could be sent by Octavian Caesar to shake things up, and then have the game end after the Battle of Actium (big naval battle!) and the "suicide" *coughassassinationcough* of Mark Antony. That this event lead to the creation of Roman Empire (though not named as such until the reign of Tiberius but that's pulling hairs), it would make sense to me to codename the game as Empire in this instance.
The Rome game would be self-explanatory, but I'm not sure what a Greece game would be like in this period. Off the top of my head, I can't think of anything particularly special that took place in Greece after it was taken over by Rome; at least nothing of vital historical importance. Could just be chasing Apples of Eden, mind.
The only other big event in Egypt that could be named "Empire" would be Napoleon's conquest of it, and it's somewhat implied that the series wanted to go in that direction after the end of the Dead Kings DLC for Unity. I doubt that would please many people, though.