yes, 50 or so years after a Jesus. The movement itself, and the subsequent persecution didn't really come into full being until after Augustus had passed, and the Imperial power degraded as lesser rulers assumed the thrown (ie. Nero and this was about 70 years after the series left off). Open up your history books US, and figure out your timeline. And the Coliseum my friend, was not completed until well after Augustus had died, around the 80s, and 7 emperors after Augustus.
This would be well outside the lifetimes of all the major players on the show.
infact, where the series left off, was around the time that 1) jesus was being born, meaning you gotta wait atleast 20-30 years before Jesus begins doing his thing, and 2) add another 30-40years for a real movement to begin.
open up your history books if your not sure about the facts. Augustus' rule, although academically very interesting, is not the most entertaining bit of history. It's not until the chaos after his death, that things begin to get interesting again: but as far as ROME the TV show is concerned, this is well beyond all the characters on the show... and it would essentially be ROME: totally unrelated to the TV show.