Why were many Jews unhappy under Roman rule even though the Romans were tolerant of their religion

Rome was tolerant of religions, it wasn't tolerant of occupied people trying to be free or ruling themselves. Jews didn't like the high taxes, Roman soldiers being stationed inside their temple, nor being told what they could or couldn't do in their own country. Romans nearly caused an outright rebellion when they placed Roman shields on the altar in the temple and violated the inner sanctuary.

Rome also had one intolerance about religion: give honor to the Roman gods, then you can worship yours, whoever that may be.