Jesus was against the Roman Empire for the simple fact that Jesus is God and the Roman emperor claimed to likewise be god.
Also, In Luke 16:13 Jesus said that we cannot serve both God and mammon. Christians therefore have an obligation to dispute, disrupt and destroy mammon even if mammon is aided and abetted by the government.
And then in Revelation 1115 it is declared that the Kingdoms of this world are become the Kingdoms of our Lord and of His Christ. Thus Jesus claims authority over the Roman Empire and every secular government before and since.