There was no church at Rome, then
Oh yes there was.
to all who are beloved of God in Rome, called as saints: Grace to you and peace from God our Father and the Lord Jesus Christ.[Romans 1:7]
This was written to believers in Rome. Its ppl who make up the church.
but Israel did have an advantage of knowing God's word.
Yes they did, and mucked it up royally. That's Paul's admonition to them in Romans 3:1-3.