it was not an insult. They called themselves pagans. There was a civil war or two in rome with Pagans on one side, and monotheism on the other. They used the term pagan, as in the "old ways". Many people died to decide the fact of whether "Rome" was going to continue as pagan, or convert to monotheism under the Kai Row.
That's not what the latin origin of pagan ever meant, it meant peasant or rural usually in the negative connotation common for city folks referring to people who lived outside of cities\. Were there ever any recorded instances of Romans referring to themselves as "pagan" as a group? Maybe one.
>"Rome"
Weird usage of scare quotes, especially in the time frame you are referring to, the name of the empire or the city was never ambiguous.
