While Christian persecution was rampant in ancient Rome, it was not constant.
After Nero’s reign, Christians were given a respite from persecution as many regions adopted something of a “don’t ask, don’t tell” policy. Christians who admitted their faith and refused to sacrifice to Roman gods were executed, but the government was not actively seeking them.
Even when Christians were found out, they were not always executed. In the case of St. Cyprian, Bishop of Carthage, he was merely exiled for his faith, while clergy in Numidia were condemned to hard labor in the mines, a punishment usually reserved for slaves.
With the end of reign of emperor Valerian, who had instituted a universal sacrifice throughout the empire, Christians saw about 40 years with no official action taken against them. It wasn’t until emperor Diocletian enacted his “Great Persecution” in 303 that Christians came under fire once again.
This does sound like quite a bit of persecution, but it was not all enacted by the Romans. In fact, many of the Christians who were put to death at this time were exposed and executed by members of the local population, rather than the authorities. An example of this can be found in Polycarp of Smyrna and the martyrs of Lyons and Vienne, who were brought to trial by average citizens, who also insisted upon their execution.
Lions were also not the only form of punishment. Condemnation to the beasts was a common form of execution, but it was not reserved for Christians. Death by beasts was a popular method of punishment because it maximized the suffering of the victim, while entertaining the populace.