Palestine, or Judaea, was a Roman Province in the time of Jesus.
Please read Luke 2. 1 & 2; and Luke 3.1 & 2; where you will
see the names of the 2 Caesars ruling the land at different
times.
Jesus in his famous saying - " Render to Caesar the things that
are Caesar's" in 3 of the gospels, acknowledged this. And the
rulers also and Pilate, the Roman Governor acknowledged Caesar
before they crucified Jesus.
So although they were rebellious in heart and later in deed, the
people of Palestine enjoyed the advantages and rule of the Roman
Empire in the time of Jesus