I'm not sure the Roman occupation was anything new to them.
The Roman occupation also challenged the rather concrete view of the place of faith. Good was supposed to prosper and evil fail, except for the occasional test, and that was supposed to happen for the most part in this life. And here are these polytheistic Roman occupation forces getting all the goodies while faithful Jews get zilch if they are lucky. So is polytheism good, or Yahweh weak, or did we do something wrong, or what?
"Occasional" is, I think, a misleading adjective when you take into account the centricity of the Babylonian exile to the Jewish worldview at the time. How many decades did that last? You've got to figure there was a whole host of theo/philosophical explanations for that "test" floating around which then were (re)applied to the Romans. Not to mention that, after the return from the diaspora, things didn't go so easily for them. You get a more wordy feel for this from [link|http://www.jewishgates.org/history/jewhis/exile.stm|this link] (just the first one I found that touched on the subject).
