The Roman government gave their local rulers dictatorial powers to keep the status quo. The governors could do as they pleased to maintain order and to collect taxes. For example, it was well-known that Herod killed his former wife (didn't want her around any more) and his son (disobedient). He ordered John the Baptist beheaded – as a gift to his step-daughter (Matthew 14:6-10). He wanted our Lord crucified to please the Jewish leaders (Luke 23:7-12). These are a small sampling of Herod's unrighteous powers. There were no laws and no consequences to prevent him from killing on a whim.
In the early church, some Jews were stoning Christians. If you read the book of Acts, a mob of Jews killed Stephen by stoning for preaching the Gospel (Acts 7:56-60). Right after Stephen died, the church was so persecuted that they had to leave Jerusalem. Acts 8:1-3 (NLT), "Saul was one of the witnesses, and he agreed completely with the killing of Stephen. A great wave of persecution began that day, sweeping over the church in Jerusalem; and all the believers except the apostles were scattered through the regions of Judea and Samaria….But Saul was going everywhere to destroy the church. He went from house to house, dragging out both men and women to throw them into prison." All that Saul apparently needed were letters from the High Priest which stated that he was authorized to capture and imprison believers. No civil laws stopped him. Acts 9:1-2 (NLT), "Meanwhile, Saul was uttering threats with every breath and was eager to kill the Lord’s followers. So he went to the high priest. He requested letters addressed to the synagogues in Damascus, asking for their cooperation in the arrest of any followers of the Way he found there. He wanted to bring them—both men and women—back to Jerusalem in chains."
Today, most first-world countries have better laws which protect our freedom of worship. However, internationally, authoritarian regimes may directly persecute Christians. Satan has always tried to annihilate God’s children. He hates us and wants to stop God’s plan of salvation for all mankind. Satan uses people to carry out his evil designs. John 3:20, “For everyone who does evil hates the Light…”
To answer your question: God’s children have different degrees of freedom and civil protection depending on where they live. Let us follow our Lord’s example of preaching the Gospel and worshipping God whenever we can. We should not tempt God by putting ourselves in known danger. But we should trust God’s providential care when we are obediently following His will (2 Timothy 1:7).