LOL, the same reasons many christians put down other faiths. When you know your way is right, then all the other ways become wrong and people often feel those who disagree with them or have a different way of looking at the world and the after life are "evil" and should be silenced, ridiculed or even destroyed to protect the "one true way" (or the current status quo).
You speak of the lions and persecution, let's discuss that for a moment.
Jesus preached blasphemy, that's why (legally) he was executed. He was a danger to the current religious and cultural state of the land, a "thought criminal" if you will.
To put it in modern terms, Jesus and his followers were very much like the Hari Krishnas; they bugged people. They spoke of things the rabis said was not true. They spoke against the current "laws of God". There was no "love your neighbor", it was "an eye for an eye". The teachings of Jesus were so radical and revolutionary that the society responded with fear, hatred and loathing. It's just human nature.
And to top it all off he dared to claim he was the son of God. I think in modern times if someone were to come down, preach things our pastors said went against the bible and then claimed to be the son of God, we might treat him much as they did back then.
Next we move on to the romans you mentioned. Again, christians were dangerous. They preached teachings that went against the state religion. they told people not to worship the roman Gods, they turned children against their parents, they caused turmoil and strife. The people feared them.
Then, they had the audacity to claim that Ceasar was not only not a God, but not the King you should listen to. Instead they taught obedience to God and the teachings of Jesus. Neither of these were very Roman ideals.
So, much as we demonize certain sectors of our own society today because they think differently than we do, christians were deemed "undesireable and dangerous" and many of them were executed.
After all someone had to "protect the children".
Preaching counter to what society "knows" to be true is always a persecutable "crime". Human nature never changes and new ideas are almost always looked at as dangerous in the begining.