Another explanation is that Esau is described by the Bible as ancestor of the Edomites, the Hebrews' neighbors (and on many occasions, enemies) to the south. King Herod, whom many Jews considered as a usurper and destroyed of the legitimate Hasmonean dynasty, was an Edomite (though nominally converted to Judaism). And since Herod was a collaborator with the Roman rule, the ancestor of the Roman's collaborator became identified with the Romans themselves.
Later, when the Roman Empire turned Christian, Esau became perforce identified with Christianity and Christians. This Although Christians have never made such a claim, the idea was reinforced by the rise of Islam, whose followers outspokenly claimed Ismael as their ancestor. This created for Jews a neat symmetrical view of history, with each of the competing monotheistic religions identified with a brother of a Jewish Patriarch (Ismael, brother of Isaac, and Esau, brother of Jacob).
Jews living in a Christian environment tended to attribute to Esau the cultural characteristic of their neighbors. For example, in Yiddish folksongs Esau is often depicted as an immoderate consumer of alcoholic drinks, which has no Biblical basis but is could have been drawn from a widespread practice in Slavic societies (which most Jews in the same countries conspicously did not participate, at least until well into the Twentieth Century).
