Re: Story of a Jew who went to Rome, saw the scandal and converted anyway?
It's The Decameron, Day 1,Tale 2, by Giovanni Boccaccio that you're looking for. It's not really the exact story you outlined, but I don't think there's any story that's closer.
But God does not take away life; instead He devises ways so that a banished person may not remain estranged from Him. II Samuel 14:14
When I was young, I admired clever people. Now that I am old, I admire kind people. Rabbi Abraham Joshua Heschel