I have a hard time imagining the religious world of the Roman Empire. Here in Houston, Texas, there's a great deal more religious diversity than what I grew up with, but then where I grew up, in rural central Texas, Baptists, Roman Catholics, Presbyterians, and two kinds of Lutherans pretty much made up the main claim to religious diversity. First Century Roman culture provided an expansive pantheon of religious expressions, some required by the Empire, some suppressed by it.
One of the religions (broadly defined) was the cult of the divine Emperor. Caesar was not only emperor but also a god worthy of worship. I'm not clear when or how godhood was was bestowed upon them---it appears sometimes it was while they were alive, sometimes after death.
Some years ago, I went through what I now refer to as my "Roman history phase." I was interested in what world Christianity entered and how it took hold. I don't know that I've retained any insights from that phase, but I do recall this story.
A custom at the death of a major figure was to hold games in their honor. These games, as near as I can tell, might be athletic competitions, chariot races, gladiatorial matches, maybe even theatrical events. Following the assassination of Julius Caesar, some games were organized (in part, it seems, to placate an unhappy populace). During these games, a comet appeared in the sky. This comet was popularly understood to be the soul of Julius Caesar and a sign that he had ascended to godhood.
The text I was reading did not make this connection, and historically the event of Julius Caesar's death and the birth of Jesus is separated by 4 to 5 decades. Still, the immediate connection I made was the story of the Magi and star they followed to find Jesus.
Assuming that the story of Caesar's comet survived in popular consciousness for that long, I suddenly saw Matthew's story of Jesus' nativity as a dig at the Roman cult of emperors. Here is a presumably Jewish writer saying, "So, a star appeared at the funeral of your emperor and you think that makes him a god? Look, our savior was born God, a star shining over him from the start."
Boom! Take that Caesar!
As I think I said in a previous post, the stories are important, not in their factual details, but in the way they tell us who Jesus is to us. If there was a star (I feel certain I've seen stories of modern astronomers trying to account for a celestial event about the time of Jesus' birth), if there were Magi, I cannot say. I have no way to enter into a "prove this" sort of argument about those stories.
What I can enter into is a conversation about what that story means to us Christians, how we view Jesus as our true king or emperor, how we count the Reign of God that Jesus preached as the realm to which we pledge our highest allegiance.
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As a side note, I'm just going to say something that may or may not be read with some snark in it. I'm simply amused by this: We Christians, who generally will have little to nothing to do with astrology, nonetheless have in our scriptures the story of astrologers who somehow prove Jesus to be the Messiah. That is all.