Antony may have wanted his children by Cleopatra to be kings but he did not confuse his Egyptian children with his Roman children, did he? And to make those children kings he had to give away Roman territory and turn it into foreign kingdoms - he never thought they'd rule in Rome!

In the same way, Caesarion would, if things had been as expected, be king of Egypt - indeed was made joint king with Cleopatra, while Antony, who was her partner, was never king.