The premise of your question contains a historical inaccuracy. Rome did not occupy Jerusalem for the first time. The Roman Empire conquered the region of Judea, which included Jerusalem, following several military campaigns in the 1st century BCE. The most notable of these campaigns was the First Jewish-Roman War, which lasted from 66 to 73 CE and resulted in the destruction of the Second Temple in Jerusalem. Thereafter, Jerusalem remained under Roman rule for several centuries, until the rise of Christianity in the 4th century CE.