First, Jesus has just associated himself with sinners by undergoing the baptism of repentance. As the new Adam who has come to undo what the old Adam did, he is driven into the wilderness; much like Adam was driven out of Eden. Jesus, like Adam, will be tempted by the devil. The difference arises in the fact that Jesus is obedient whereas Adam was not.
Second, Jesus has come to defeat, not Rome, but sin, death and the devil. St. John tells us: "The reason the Son of God appeared was to destroy the works of the devil." (1 Jn 3:8) Therefore, he goes into the wilderness to do battle. However, this temptation does not take place until he has first prepared himself through 40 days of fasting. (cf. Lk 4:2)
The Gospel of Mark makes clear Jesus’ mission by reminding readers that in the wilderness "he was with wild beasts.” (Mk 1:13) In Scripture, the wilderness is frequently associated with evil powers which are portrayed as beasts. Isaiah, for example, refers to the wilderness as "the haunt of jackals.” (Is. 35:7)
On the other hand Scripture also portrays the wilderness as a place of special intimacy with God. Jeremiah says, "I remember the devotion of your youth, your love as a bride, how you followed me in the wilderness…" (2:2)
Jesus and Israel in the wilderness
One of the main themes in the Gospels is an emphasis on the new and greater exodus which was prophesied by Isaiah. (cf. 40-55)