Roman governance style was not to appoint a governor, but to find a middleman well aware of Jewish sensibilities and in 40 BC the Romans find the able politician and successful military leader Herod to hold this position. His family is from Edom to the southeast of Jerusalem, and area outside the traditional border of Israel. However, the Maccabeans had forcefully Judah-ized land around Israel, enforcing circumcision and other practices. Thus, Herod was somewhat Jewish n heritage but was loyal to Rome. Thus, in 40 BC Herod was chosen by Rome as the provincial ruler and he immediately began campaigns from 40 - 20 BC to solidify control over Israel.
Herod considered the Hasmonean's oppression of non-Jewish religion as inept and politically disastrous. He allowed his subjects to freely practice their faiths.