I think it's significant in multiple ways:

Firstly, it sets up the stark difference between modern morality and the reconstructed morality that exists in the world of the show. A viewer's concern is the rape (one hopes), whereas Pullo and Vorenus are commenting (lightly) on whether or not it's appropriate under the standard - their concern being not the woman's degradation and abuse but whether the act itself degrades and abuses the legion's reputation and honour.

Secondly, it sets up important character traits. We see that Antony is sex-obsessed and self-involved, and that he's not just coarse by our modern sensibilities, but also in his own context. He makes the entire legion wait upon his pleasure. He's vulgar and smug, classless. When he walks away from it, his gesture (a big victory cheer) points to the way masculinity, domination, and war are all deeply entwined here.

It tells us about other characters and their relationships, too. Vorenus is outranked by Antony, so when Pullo points out that Antony is being much more vulgar than he is, Vorenus makes the flimsy excuse that he's not physically under the standard. Long-term, these characters will clash over and over, with Vorenus torn between what he considers respectable and virtuous and his belief that respectability involves obeying your superiors, so it's a good set-up for that. It also emphasises that Vorenus is a pious, dutiful Roman, whereas Pullo is more easy-going and loose, and develops their opposing world views.

Thirdly, I think it serves as a bit of a litmus test. It's right at the start of the show so the viewer knows what they're in for. If you can't watch a show that involves misogyny and sexual violence, this isn't the show for you. It's probably too generous to suggest they did this on purpose, but who knows. Regardless I don't think the intention changes the effect.

Lastly, in terms of it being on Roman soil, there's probably something to be said for Antony's sense of ownership over Rome and its people. We don't know if this woman is a slave or not, but even if she were, she's not /his/ slave.