The problem was that the Romans didn’t really understand Christianity and the sentiments that the early Christians were tapping into. The Romans didn’t really get Judaism either, but they respected it because it was really, really old. In contrast they saw Christianity as a superstition, not a religion. By the time the Romans began to truly understand how the Christians were critiquing Roman society, it was too late.
Judaism was very popular throughout the Empire in the early first century, and there were probably as many 'God-fearing' supporters as birthright Jews. Monotheism is philosophically respectable, and possibly many of them also thought of the Herods as cool and enlightened monarchs. After all, it was Herod the Great who had revived the Olympic Games. These were the people to whom Paul preached.
After the destruction of the Temple Vespasian turned its taxes to a temple of Jupiter. Many of the stories in the New Testament about taxes, whatever their historical roots, may have been written for an audience who faced the question of whether to pay that tax or not.
The tax was not only supremely unjust, but very tempting for any Emperor who needed more money. The persecution of Christians under Domitians came about because he extended the tax to all who followed Jewish customs. What would a family of Christian God-fearers do? They would protest that they wer not Jews, abandoning any outward sign (if they had ever adopted it) but would hardly go back to a paganism they might have left generations before.
Christian non-conformity came down to two points - refusal to bear arms or to worship idols.