"Primitive" weapons like this were actually in use long after 1st century BC. Specifically, that style of weapon is very similar to the morning star, a medieval weapon popular for both infantry and horsemen consisting of a spiked head attached to a wooden shaft. However, medieval Europe is geopolitically very far removed from Roman Judaea, the likely source of Herod's troops in this clip. While I was unable to find any specific references to the first century (perhaps someone better versed in this area of history can be successful where I failed), I did find the Historia Nova, written by Zosimus Historicus ca. 500 CE, that describes the Battle of Emesa in 272 CE. Zosimus states that among the Roman army were a number of Palestinian auxiliaries "besides other arms wielding clubs and staves" (taken from Green and Chaplin's English translation of Historia Nova, published 1814 CE), which may be in reference to the style of weapon depicted here. Furthermore, alternate translations describe the weapons as "staves shod with iron", as referenced by Robert Suski, which sounds even more similar to what is seen in this clip. Similarly, but perhaps further removed from your question, the Persians were known to field heavy cavalry armed with a number of weapons, including maces, although the construction of those maces may have differed signficantly from the weapons shown in this clip.

The weights on the end are just one variation in a long line of bludgeoning weapons. The club as a weapon class is a super useful extension of the human arm for close-quarters fighting. Consider this; people still use clubs today - think the police nightstick or an asp, which is a high-tech version of a very old weapon. Gangs fighting with baseball bats and chains, crowbars, etc. Prison inmates beating each other up with carefully rolled up magazines as improvised concealable clubs.

Close quarters fighting would be what you'd expect as a bodyguard at that timeframe; you'd mostly be defending against folks not wearing armor with possibly concealed short-range weapons like knives or short swords, as those are easy to carry, easy to use, and can be concealed. Weapons of choice for attackers then were mostly short range - the person wanting to assassinate or kidnap someone isn't necessarily going to know how to shoot a bow and arrow, and they probably won't be able to track someone down to do it for money; but anyone can pick up a dagger and aim the pointy bit someplace vital. Maybe you'd be going up against gangs or armed soldiers; clubs still offer an advantage there if you've got room to swing. Clubs are good against other groups who have weapons; clubs knock weapons out of hands and then disable or kill the attackers.

The club-style weapon, for close-quarters fighting, is possibly as old as human history.

I would also like to know what the long rifle looking weapons are that the Romans were carrying in that show.