Being out of use by the times of the Romans does not imply that they didn't know about it.
Amazingly, several Roman coins were found during the excavation of Newgrange. From their location and position in the stratification it is assumed that they were votive offerings to the gods of the mound - it is not known if the passage was still open then, but the facade had certainly collapsed.
Obviously, it is not known if these coins were deposited by Irish people who traded with Roman Britain or by Roman Tourists. It is well documented that the richer Romans did do that kinda thing. Something as powerful as Newgrange (Brú na Bóinne - home of the chief Celtic god) would have been known to them via trading contacts.
If Thornborough was a major player and in the same league as Newgrange and that stone henge place then the Romans would have certainly known about it and visited it. Whether they would have adopted it is a different matter.