The idea that God's love was always with the Roman people was not something that they were used to. In ancient Rome, the idea of a father wasn't always warm or safe. Authority could look scary and love could feel uncertain. Paul shared with them about how God's love was always with them (and us too) and that sounded a lot different to Jesus' followers in Rome than what they were used to.

Romans 8:31-32, 35-39 says:

What then shall we say to these things? If God is for us, who can be against us? He who did not spare his own Son but gave him up for us all, how will he not also with him graciously give us all things?...Who shall separate us from the love of Christ? Shall tribulation, or disctress, or persecution, or famine, or nakedness, or danger, or sword? As it is written, we are regarded as sheep to be slaughtered. No, in all these things we are more than conquerors through him who loved us. For I am sure that neither death not life, nor angels nor rulers, nor things present nor things to come, nor powers, nor height nor depth, nor anything else in all creation, will be able to separate us from the love of God in Christ Jesus our Lord.

Paul isn't saying life will be easy. He's saying that if the strongest, most powerful, greatest authority of all - God Himself - is on your side, then no other power gets to decide your worth or your future. God's love is always with us.