His religious views were not important to Rome from the outset. He was encouraging sedition within the Empire, but that is relevant independent of his religious views.
Christianity was always important to Rome, and it evetually even took over the empire
In its early years, Christianity was nothing more than a minor sect of Judaism, which was a minor sect within the Empire. Mithraism, for example, was a much more important religion (Christianity got many of its ideas from Mithraism- a crucified and resurrected deity, borne of a virgin) during the time period.
No one can deny that Christianity became the dominant religion in the Empire and used that dominance to repress and snuff out all other religions. However, to say that Jesus was important to the Roman Empire at the time of his death is not true. To the Romans, he was nothing more than a provincial hick preacher who got mixed up in colonial politics and ended up paying the price.
I never mentioned Jesus Christ's religious veiws - He was immediately important because he claimed to be king, and His followers had the annoying habit of not following the rules of Rome. The Christian sect was thus important because Christianity did not aknowledge the ultimate authority of Rome, but rather the ultimate authority of God's kingdom. This kind of "free-thinking" was a threat to the empire, especially in light of how fast the Faith spread throughout the empire.
FYI - mithraism, while being a rather ancient Assyrian mystery cult, borrowed the "virgin birth and crucifixtion" from the story of Christ, and this particular cult did not become popular in the empire until after the death of Christ. It was contemporary with Christianity - both were "new religions" to the empire at the same time, so to say one way more important and another more obscure just doesn't stand up to the historical facts.