This is the start of a fascinating series of events during Jesus' ministry about a specific Roman military officer. The Jews did not like having the Romans occupy their nation. Many of the Romans found the Jewish people rebellious and hard to deal with.
Sounds to me like there was prejudice on both sides.
But we have to be careful about prejudice because it puts a group of people into the same category that is used to justify poor treatment of them. But people are people. Prejudice against a group of people is wrong. The only category everyone fits into is "sinner," because we are all guilty. Jesus paid the debt for everyone's sins on the cross.
This Roman Officer broke down the walls of prejudice by loving the Jewish people and building a synagogue, a house of worship, for them. The Roman officer was not asking for help for himself, but for servant or slave. (Both translations of the New Testament word are possible.) Jewish Elders begged Jesus to intervene.
Prejudice is one of the results of our sinful nature. Jesus loves us all. He tells us to love our enemies. With God's help we can overcome prejudice and live in a way that gives glory to God by helping and serving others.