Joseph obeyed Caesar's proclamation, submitted his will to Caesar's, and traveled to Bethlehem. Why would he do this? We know from other historians of the period that a census was enough to cause rebellious feelings in most Jews of the time. The Jews knew from the stories of King David that a census was a bad thing (see 1 Chronicles 21). The census a few years later, in 6-7 AD led to an uprising. No doubt there were many of Joseph's fellow Jews who hid, who ignored the census, or who went along with it but rebelled every step of the way. Yet Joseph not only goes, he takes his soon-to-be wife, already "great with child" (you've got to love the King James sometimes) and submits to the Roman census.
Let's be clear -- Joseph did not do this because he thought Augustus was so cool. Though some cultures annexed by Rome did recognize Caesar as a god because he brought relative peace, the Jewish commoners always saw Rome as a tyrant, an overlord, a false god. The Jews didn't love Herod the Great much, either, though he was at least a home-grown tyrant. Herod was corrupt in every way. He was an Idumean, meaning he was from a people rooted east of the Dead Sea who were descended from Esau, the chief rival of Jacob, who received God's blessing and became the father of the nation of Israel. Talk about old family baggage. Herod was guilty of every vice imaginable from too much ambition to too little honesty. He killed his sons and wives and rivals of all kinds. Even Caesar made jokes about Herod's greed and violence. And Herod must have had some role in the census that led Joseph to Bethlehem.
No, Joseph didn't support the authorities and submit to their requirements because they deserved it. But he did submit. "And Joseph also went up ..." Joseph was still close enough to his Bethlehem roots that he considered Bethlehem his hometown, or at least the hometown of his line. Maybe he had relocated to Galilee to be part of the developing construction industry in the city of Sepphoris, a Greco-Roman city four miles from Nazareth. Or maybe his family had been in Galilee for a few generations, we don't know. But we know that Joseph obeyed the decree, took Mary, and went to Bethlehem.
God used Joseph's obedience to bring about the birth of the Messiah. A couple generations later, Paul would write to Christians at Rome, advising them to "be subject to the governing authorities" (Romans 13:1). Many Christians struggle with this. Does it mean I have to be totally honest on my tax returns? Drive the speed limit? Obey the zoning laws? Clean up after my dog? Register the deer I tag, and be sure I tag them in accordance with the DNR's tangle of regulations? Only use one coupon per household?
Short answer? Yes. That kind of integrity is the expectation. God is not going to smite you if you don't obey in every detail, but he might let you deal with the consequences of your disobedience. (I could tell stories about speeding tickets, but I'll spare you.) The other side of the coin is that your obedience in these seemingly trivial details makes room for God to 1) bless you, and 2) use you for his purposes. As God drilled into my head a few years back on this issue, "There is joy in obedience." Living in submission to authority allows God to bring a tangible, deep, peaceful joy into our lives. Constant rebellion takes its toll, and the first victim is joy. We sometimes mistake an adrenaline rush for joy, but they're different.
Learn from Joseph. If you set your heart to live in submission to the legitimate authorities God has placed over you, God will bless that submission and you will eventually experience greater freedom because of your obedience.