Dave wrote:

I understand that watching Christians being fed to the lions was a very
popular spectator sport in Rome at one time, and that the sponsors of those
events were wildly popular.

There is no evidence that this ever happened. There was relatively
little persecution of the early Christians, and most incidents involved
individuals who were deemed enemies of the state for political, not
religious reasons.

If nothing else, the extremely small number of Christian in the First
Century and shortly thereafter made them hardly worth bothering with.
The is a saying amongst Biblical scholars (probably hyperbole) that "In
the year 100 there were 100 Christians."