Historical Fiction, at least those works which are set in the medium to distant past (longer ago than the current age of your average reader), will be set in a world that is significantly different than the reader's own. The reader can therefore be considered naive to the details of the targeted time period. The main characters, on the other hand, are completely accustom to life in that time period. This is a significant chasm which can be hard to bridge and can be unsettling to the reader from the intimacy of first person.
In first person, you only have the senses of the narrator with which to paint your world. If they don't see it, then your reader doesn't read it. The beautiful opportunity to explore your ancient world gets limited to viewing only those facets which your pov characters finds interesting during the passage of the plot.
In third person, the narrator is free. They can see the world in more detail and focus on facets which the main character might find completely uninteresting, but which may amuse or inform the reader .
The third person narrator can use higher language than a main character might choose, describing the beauty and the horror of the past with deeply descriptive words. An author wielding a third person narrator can embrace the artistry of language and can explore tangent thoughts and philosophies which would be completely out of place coming from the main character's mind.
For all that first person lends intimacy and focus to a narrative, third person allows for freedom, diversity and diversion.
In a world as alien as the distant past, the reader will never be able to relate fully with a first person pov character. No matter how close they get to that character, they can never become a real person living in that different world.
But in a world as rich as the distant past, the reader can revel in every detail of that other world. From the perspective of that little distance which third person provides, they can see how the main character fits into her world, and by seeing that connection, better understand who the character is and who she can become through the plot's journey.