The high priests answered, "We have no king except Caesar." John 19:15b (TM)
The Jewish leaders hated the Romans. The Romans were an occupying force in their homeland. Jerusalem and all of Judea were constantly at the political boiling point. Jewish freedom fighters, known as zealots (Jesus disciple Simon was one of these), were in a campaign to kill any Roman and force them out of the area.
And now the Jewish leaders say to Pilate, "we are good Romans – we have no king but Caesar." It’s amazing to what lengths we will go to protect our human capital.