I was being semi-facetious with my post. However, I agree with you. To complete the story, the Roman Empire only had a formal "Christian Persecution Policy" from about 250AD until 310AD, a period of civil war. That, however, did not stop Domitian, Nero and Caligula from terrorizing Christians.
Having said that, though, there are numerous instances of Christians being persecuted by Roman citizens, especially in the 2nd century AD.
Pliny's letter to Trajan on the topic: "What do I do about the Christians?" I find very revealing -- (and Trajan's response, too!) Trajan makes his opinion very, very clear. You cannot prosecute someone because you suspect he is a Christian, you prosecute him for the crime (arson, murder) you suspect he committed.
The Romans had a lot of misunderstandings about Christianity - initially, it was thought to be a weird sect that practiced cannibalism -- the "blood of Christ" was misunderstood to mean drinking of human blood, etc.
The group that had the worst wrap from the Romans during this period were the Jews. Nero, Vespasian, Titus Domitian were all horrible to the Jews and to Jerusalem. Trajan was a breath of fresh air, then Hadrian returns with gusto. IMHO, the Jews had it far worse.