> Polytheism is (usually) more open to new ideas than religios dogma of one god.

This is a modern view with hindsight bias. In the ancient world, the existence of many gods did not imply peaceful co-existance, but very heated rivalry and politics.

Ironically pagan authors of late antiquity were the "conservatives" in our modern sense. Pagan literally means "farmer" - it might have similar implications to how we would call someone a "redneck" today. At the time, they were opposed to foreign gods and new influences on their traditional and respectable Pantheon.

If anything Rome was a little too open to foreign dieties. Titus performed the right of Evocatio at the siege of Jerusalem, a custom where the god(s) of their foes were enticed to abandon their current patrons in return for a home and worship on Rome.