Explanation: Romans, like followers of many ancient polytheistic faiths, were far from averse from taking in new gods into their pantheon. While there was certainly precedence and extra gravity afforded to proper, ROMAN gods, the worship of foreign cult gods, such as Isis from Egypt, or Mithra from Persia, was common, acceptable, and widespread alongside worship of indigenous gods.
The Romans furthermore regarded most foreign gods as simply their own gods under different names - though DOUBTLESSLY Mars has a special love for Rome, the god of war probably does not care overmuch if he's worshipped under some foreign, barbarian name, or in a good, Latin tongue! As such, Romans generally found little reason to interfere with the faiths of those they conquered, who they regarded as following essentially the same basic thinking and theology, just in strange ways.
Christians ended up a bit more contentious. Belief, and belief in the correct thing, is important to salvation of the soul in Christianity, and as such, Christians, and especially early Christians, end up with more... heated divisions between sects and faiths.