But that was the basis of their persecution under the Romans (well that and being scapegoated for political expediency), they refused to acknowledge the divinity of the Roman Emperor and the elevation of Christianity to state religion was a tumultuous endeavour its self marked by colossal strife. With seemingly never ending controversies and sectarian struggles (Arianism, Nestorianism, Monothelitism, Monophysitism etc) up to, during and beyond the rise of Islam (most notably the Iconoclasm among others), with Roman Emperors indulging in and dealing with the intrigues of the Church.
These same Church politics often undermined and influenced the Emperor and empowered the religious apparatus of the realm in ways the pagan era manifestations could only dream of. Not to mention that even Sassanid Emperors took advantage of the Christian infighting for their own ambitions and some argue that these same disagreements also contributed to the later rise of the Arabs.
In any case I would enjoy seeing this game cover that period too, the new dynamic population system would facilitate the rise of Christianity in a very satisfying way that EU4 doesn't quite achieve for other upstart religions like Sikhism for example.
Also the migration periods would seem to be another place where the new population dynamics feature could be used to recreate the settling of the Slavs, Lombards, Franks et al and even be applied to the earlier diaspora of the Jews or the welcoming of the Nestorian Christians fleeing into Sassanid Persia.