Rome had since its beginning a polytheistic religion inspired from the greek one, but as they expand and became an empire they realized that forcing their religion onto every culture conquered by them difficult the occupation, so it was common that some colonies were allowed their own religious practices. When Rome conquered Palestine, they allowed Judaism to continue. That's why when Jesus Christ was born, Palestine society was jewish event during roman occupation. The changes occured 200 years later, when Christianity reached popularity levels so high the Emperor was pressured to change Rome's official religion from polytheistic to Christianity. Finally, this decision helped Christianity to expand all over Europe, making Polytheistic practices more and more uncommon. And Judaism remained in Palestine as it always had.
