You're wrong. Religion in antiquity was different. It was our first attempt at philosophy, even though many of the best Greek thinkers stopped believing as they slowly built their own sphere of knowledge as a real form of (natural) philosophy. As to your example, the Roman era: religion is, of course, a great way to justify an absolutist regime. Why is someone king? Because god wants it. This is one of the reasons why the surviving monarchies are still strongly tied to religion. They receive (in part) both their legitimacy and mission from the idea that they have a divine task as the monarch. It can be a great political tool in general, too, as anyone who is following American politics can confirm. The Romans were actually relatively tolerant, but there were limits. The problem with Christianity was that the early Christians were a rabble-rousing sect that was creating problems for the empire. Their claims were not only farfetched from the viewpoint of a Roman aristocrat, but also challenged the Roman way of life. Ironically, they marketed their faith to slaves, offering them the hope of a better life after death despite the numerous calls for slavery in particularly the old testament[0]. Despite the whole "render unto Caesar" story, they also refused to recognize the "divinity" of the emperor [1]. This wasn't a problem per se. You could be critical of the divinity of the Caesars privately, but the Christian sect went too far in their zeal in their almost revolutionary and anarchistic spirit. Remember, Jesus preached that (assuming the sources we have are historically accurate on this point) the world was going to end. Most probably in the lifetime of his early followers ("Take therefore no thought of the morrow [...]", Matthew 6:34). Jesus is just the only one we remember from a long line of fanatical, rabble-rousing preachers from Palestine[2] that created problems for the Romans by instigating revolts.

The Roman ruling class objected to Christianity because of its politics, not because it wasn't the "state religion". It absorbed many other cults (e.g. Serapis, Isis, Mithras, see the Wikipedia article on "Religion in Ancient Rome"[3]).

Of course, intolerance goes hand in hand with religious fanaticism in any time, but the monotheistic religions are inherently more intolerant because of their rejection of anything other than their singular god. For the Romans, religion wasn't necessarily a fanatical pursuit, but a way to honor their ancestors and part of their politics. They were open to new religious ideas, as long as it didn't mock their way of life, and often adopted foreign cults as their own. In a way, very much alike to many modern believers, who take a little bit of everything in order to create their own, vague interpretation of spirituality.

[0]: http://en.wikipedia.org/wiki/The_Bible_and_slavery

[1]: The divinity of the emperor was a complicated subject that can't really be compared to current religious worship in monotheism. Unlike the uneducated impression I have of Japan, for example, virtually no Romans actually believed that the emperor was a god in the modern sense of the word. It was mostly a honorific title, going back to Alexander the Great who was the first in a line of Greek/Roman rulers to explicitly compare himself with a mythical figure (Heracles in his case, who was not a god). In terms of absolute power over a major part of the human population at the time, however, the Roman emperor (and his Chinese equivalent) were almost like gods.

[2] http://en.wikipedia.org/wiki/List_of_messiah_claimants, http://en.wikipedia.org/wiki/Jewish_Messiah_claimants.

[3]: http://en.wikipedia.org/wiki/Religion_in_ancient_Rome