The Roman Caesars took control of Israel. They did not adhere to the Jewish faith.
The Jews believed, every time they had gotten into this kind of situation, God would send them a military rescuer to save them from their enemy, whether Pharaoh, Eglon, Goliath, Nebuchadnezzar, Antiochus, etc.
The Hebrew world for the rescuer is Messhiach, the anointed one. In English, Messiah.
First, read the description of the coming Messiah from the Old Testament:
https://www.biblegateway.com/passage/?search=Zechariah%209%3A9-17&version=NIV (note in verse 13 that the Messiah will rouse the sons of Zion [Jews] like a sword against the sons of Greece [Rome])
According the the Hebrew text, this Messiah will be a mighty warrior who will strike down the enemies of Israel with the "rod of his mouth." He will re-establish the throne of David in Jerusalem where he will reign as the Eternal King.
Watch the clip above showing the conversation between Jesus and Barabbas, who was a Jewish military zealot, who expected the Messiah to lead an army against the Romans.
DECISION: Assume you are a Jew under the occupation of the Romans. You believe in these prophecies of the coming Messiah. Now, a Jewish man has appeared who some have labeled the "Messiah." But he has not taken up arms against your oppressors the Romans. On the contrary, he has even embraced some Roman soldiers as his friends. What do you think of this Messiah? Does he fit the profile? What should happen to him?