The winter Months used to not be accounted for,
they were the annual time away from Time;
a time of parties, feasts, and, shall we say, celebration of survival;
celebrating the harvest and, shall we say, fertility;
that you and yours may outlast
the cold, dead Winter.

January was eventually recognized as part of time
and was named for the Roman two-faced God Janus;
a time of duplicity and duality
a time of unpredictability
a time, somewhat analogous to a gateway leading to a new cycle
though, perhaps also, a time for looking the other way, as it were:

I suspect that the expression "When in Rome..."
was derived from those Winter non-months of debauchery
where the people from out-of-town would come into Rome,
where the party was, company was plentiful, and it was warm,
and decide to partake in various aspects of pagan Roman life otherwise inaccessible to them
while distributing few, if any, regards for their new-found brumal unorthodoxy
and hence the expression: "When in Rome, do as the Romans."

That's just my theory on it, though.
Take it or leave it, or perhaps somewhere in between.

Happy Winter!
Time to drink, feast, **** and be merry!
It's only Human, apparently!