The Jews of the Land [of Israel] were in no hurry to commit themselves to a holiday created in exile by diaspora Jewry, sanctify it and make it obligatory in the Land of Israel. One of the reasons was fear of the reactions of the non-Jewish administration and population in the country, to a holiday marking the downfall of gentiles at the hands of Jews.

R. Samuel bar Judah [an early 4th century Babylonian Amorai] said:

Esther sent to the Wise Men saying, Commemorate me for future generations.

They replied: You will incite the ill will of the nations against us.

(Babylonian Talmud, Megillah, 7a)

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Rashi’s interpretation: the nations will say that we enjoy recalling their downfall...

R. Samuel bar Yitzhak:

What did Mordechai and Esther do – they wrote a letter and sent it to our Wise Men, asking them:

Do you take these two days upon yourselves each year?

And they said: Are the troubles that befall us not enough; rather, to them you would like to add the trouble of Haman...?

(Jerusalem Talmud, Megillah, a, 5)

 

A historic testimony to the fact that “the jealousy of the nations has been aroused” by observing the Purim holiday can be found in the 5th century. The custom of holding demonstrations of joy and burning the effigy of Haman in city streets became widespread among Jewish communities, and this aroused anger among the Christians.  During the rule of the Emperors Honorius and Theodosius, in the 4th century AD, these celebrations were banned under the law of the Roman Empire.  In the year 415 the Jews of Imnastar (near Antioch, Turkey) put up a Haman effigy, thus arousing the rabble upon themselves, which was goaded by Christian preachers.

(Purim Anthology, p. 31)