Jews were more accepted by Romans because their practices matched with Roman characteristics, even if there were some differences. Things that Roman recognized were: 1) practices tied to a peoplehood/place, 2) antiquity of practice, and 3) temple-based practices. Jews fit all this criteria because: 1) they were from Judea, 2) were considered ancient, and 3) had a temple, even if just one was odd for the Romans. Many different cults and practices were incorporated into Roman practice during their expansion, like the cult of Cybele. Jews couldn't be incorporated into the pantheon this way, although it does seem there may have been some non-Jewish "god-fearer" adherents who participated in Jewish services. This indicates some level of fluidity between communities and practices that would have been natural for Romans. The Romans afforded some accommodations to Jews like not making imperial sacrifices because they recognized the antiquity of their practices.

On the other hand, Christianity lacked all three of these components and so would seem odd to Romans. It was not tied to a people or place and had no temple; most importantly, it wasn't ancient, so the Romans did not feel compelled to offer accommodations out of respect to antiquity. Still, mass Christian persecutions likely did not take place ,either. Many scholars consider the "persecution era" a history created by later Christians who wrote and enjoyed martyrdom stories. An approachable introduction to this topic can be found in Candida Moss's The Myth of Persecution.