"To confess Jesus as Lord was frequently quite hazardous in the first century (cf. Mt 10:18; 1 Thes 2:2; 1 Pt 2:18–21; 3:14). For a Jew it could mean disruption of normal familial and other social relationships, including great economic sacrifice. In the face of penalties imposed by the secular world, Christians are assured that no one who believes in Jesus will be put to shame (Rom 10:11)."
Christians who resided in Rome were at higher risk of persecution as citizens were expected to confess Caesar as Lord. The divinity of Jesus Christ was a direct challenge to the lordship of the Roman emperor. So understanding the historical context in which Paul was writing sheds more light on how Romans 10:9 points to Jesus being God.