It's not strictly true that worship of only Roman Gods were allowed, because the Roman God's were mainly taken and adapted by Greek philosophy. People were forced to worship the current Caesar as the Son of God, and to show submission to Rome in general were made to take on the mark of Rome in order to trade at markets (essentially keep a living). This was called, in Revelations, the Mark of the Beast (John who wrote Revelations used heavily symbolic apocalyptic language and often compared the Roman Empire, the oppressors of the early church, with Satan and what went on in Hell etc).
Also Catholicism was nowhere to be seen in the early church, it was only after it was adopted and hugely ritualised for the sake of control by the Roman Empire towards its fall that Catholicism sprang up. The early church and first real Christians actually lived incredibly communally, free from any of the denominations we see today, simply because they were united in raw faith in Jesus.
But anyway yes, I see your friends irony. At the end of the day, it's only bricks and mortar. You can tear down every Christian church building in the world, people with a faith in Jesus will simply worship in their houses or in a field or something. The church is the people, not the buildings.