You again assume too much.
Rome may have been the rulers of the outlying provinces, but that did not mean they were setting the styles, especially hairstyles like such are set today is not what happened in the ancient world. Local religion had a lot more to do with it than the mores of someone a thousand miles away. Romans were still a minority in the area and the people, especially the Jews, would NOT be likely to adopt their styles.
For example, Romans were almost invariably clean shaven. . . were the Jewish men going to shave their beards? I sincerely doubt it. Yet early iconography of Jesus showed him as a clean shaven man carrying a sheep, yet there is no evidence Jesus was ever a shepherd.
1. Josephus shows that the Jews were known, as Eusebius renders it, for their close-cropped hair (Preparation for the Gospel, IX.9, sect 412b).
2. Leviticus 10:6
Moses said to Aaron, and to Eleazar and Ithamar his sons, Do not let your hair be loosely disheveled,
3. Ezek. 44:20
Nor shall they shave their heads, nor suffer their locks to grow long. They shall only trim the hair of their heads.