So feasting with your gods in Valhalla is miserable? Everyone had a chance to reach Valhalla through their thoughts and actions on earth. Oh, wait, that sounds vaguely familiar
Christianity did not start as a slave religion in the Roman Empire. It started as an off-branch to Judaism which is one of the oldest religions of the world. Naturally, it would spread to other parts of the empire, but at that time it consisted of poor and rich alike already.