Rome did not become Christian until a century later. He believes in the gods but he does not feel confident the situation was going to improve. On the eastern frontier, things were tense with the barbarians menacing it.
Being in Egypt, he would have met Coptic Christians, I’m sure...................They are still there...................
How very topical. Plus ca change !
1st century Rome had Christians. Nero enjoyed killing them. Rome didn’t have to be Christian to have them.
I have a vague memory of some significant climatic event in Roman areas around 180 ad. Significant climate upheaval gets the barbarians moving. That area faced significant “barbarian” pressure for 2 or 3 centuries before the old Roman empire ceased to be significant. For further history, check out Visigoths, Ostrogoths, and Vandals.