Given the comments I made here, I find this to be interesting:
"Because they accepted the existence of many gods, Romans usually were tolerant of other religions, even when they considered them distasteful but they became intolerant, even repressive, when they feared a religion threatened their way of life. Jews and Christians, as we shall see, generally benefited from this tolerance although they also suffered Roman repression." James Jeffers, The Greco-Roman World of the New Testament. p89-90.
Jeffers goes on to speak of the personal distaste, especially from the emperors, that certain religions would find. He cites Claudius' (41-54AD) distaste for Eastern mystery religions (Greco-Roman World, 105). Of course, there was a distaste for Judaism at times, along with Christianity which was first considered a Jewish sect. He then moves on to Roman repression:
"Roman repression of religions was selective, sporadic, and short-lived. Emperors typically moved against a cult when they believed it threatened law and order. Religions considered morally repugnant by the Romans, such as that of the Celtic Druids in western Europe, were systematically eliminated. Tiberius treated Egyptian cults harshly, but his successors saw no reason to continue the repression. No cult was as actively persecuted as were astrology and magic. Nevertheless, they became very popular at all levels of society, so much so that Roman emperors became concerned that astrological forecasts might lead to political revolt." (p.107).
Of course, Christianity was feared since Christians refused to worship Caesar. Christians were also considered atheists because they did not worship the gods. The early apologists dealt with such charges, even seeking to argue that as Christians, they deserved fair treatment rather than cruel dismissal.
The point is that the Greco-Roman world was not as "tolerant" as ahistorical arguments would make it. The fact that they were polytheists did not make them more accepting of unknown forms of beliefs and religions. They may have been open to adding gods here and there to the pantheon, but when they encounter something different, particularly religions unwilling or unable to assimilate themselves: they were hard, and intolerant.