There were Assassins in Rome early enough to kill Caesar. Yes the Polos formed an Assassin's guild there, but that doesn't necessarily mean they were the only ones who did. I kinda figured the Italian Assassins before the Polos were a somewhat disjointed group without much central leadership. Not really a major threat, but they were there. So Ezio's cover could be the guise of unifying/strengthening the presence of the brotherhood in that portion of the world.
Re: Oldzio training Altair and Malik