User blog comment:Annabeth Chase The Wise Girl/Athena Parthenos/@comment-74.193.53.165-20121122044601/@comment-3146930-20130113152844

It is possible that the Romans stole the statue originally (as the characters hint at this a lot during the book). They placed it in an underground temple to hide it from the goddess. Arachne, angry at Athena could have felt the power of the goddess when the flame of WC moved and wanted revenge, only to find her statue instead. So she set up base there and watched over the statue as revenge.

So what I'm saying is that the Romans took it, put it underground, and Arachne moved in.