Looking at your screen capture, Rome is covered by shroud (not in view of any other units). From personal experience, air units cannot attack cities which are not in the view of another unit (shrouded). This is why I always buy a ton of submarines. They have a huge visibility range and aren't easily detectable. You can just send one to go sit a little ways away from the city so it's in view, then use your air units as much as you want.
As far as I know, only nuclear/atomic weapons can be launched to areas which are covered by shroud.