Got curious about the origin of the quote and found this:
Origins of Sayings - When in Rome, Do As the Romans Do
About the history and origins behind the famous saying when in Rome, do as the Romans do.
Stories behind Famous Sayings
The Saying: WHEN IN ROME, DO AS THE ROMANS DO.
Who Said It: St. Ambrose
When: 387 A.D.
The Story behind It: When St. Augustine arrived in Milan, he observed that the Church did not fast on Saturday as did the Church at Rome. He consulted St. Ambrose, bishop of Milan, who replied: "When I am at Rome, I fast on a Saturday; when I am at Milan, I do not. Follow the custom of the Church where you are." The comment was changed to "When they are at Rome, they do there as they see done" by Robert Burton in his Anatomy of Melancholy. Eventually it became "When in Rome, do as the Romans do."