An interesting concept, but if true, the visit wrecked the Roman Empire and ushered in centuries of medieval barbarism.

The Hellenistic world had a very different concept of divinity than we do, the Graeco-Roman gods were vere powerful, but they were not very nice guys, and you had to stay on their good side primarily by bribery. They had very human flaws, in fact, they acted just like humans! Although I don't think the ancients were atheists, I don't think they took their gods very seriously either, particularly the Greeks. They were also extremely tolerant of other faiths, they believed everyone believed in the same gods, they just used different rituals and names.

I can't think of any religious wars occurring prior to the invention (discovery?) of monotheism. Our hypothetical space Jesus certainly was a poster boy for the Prime Directive.