The Romans didn't have a number for zero. They definitely had the concept though.

They just used the word "nulla" to mean nothing. Either you had something, or it wasn't worth counting.

Roman numerals are almost useless when doing math. Even simple addition and subtraction is clumsy and slow. I've heard it speculated (but don't have a source) that they did most calculations with abacus-like frames, where the numbers remained abstract, and then wrote down the result of their math in the traditional Roman numerals. That is, the numerals were for records, not arithmetic, making a numeral for "zero" even more useless. Why record the transaction if nothing happened?

In modern systems, zero can be an important placeholder (think "100") but practical, day-to-day situations involving a true zero are pretty rare and most of those cases can be covered with nulla or maybe "free."

As in all things, the Romans were also heavily influenced by Greek thinking and the Greeks liked to debate the philosophical nature of zero ("how can anything truly be nothing?"), which again shows that everyone was aware of the concept, just not sure of its utility.

I've never heard anything about the Romans fearing pagan mathematical concepts. Until Constantine and Christianity, Romans wouldn't have even thought of other people as "pagans." Barbarians, certainly, but when you live in a polytheistic culture, pagan doesn't mean much.

P.S. If someone has an example of a Roman source working out a sum, I'd really like to see it.