Go ye therefore, and teach all nations, baptizing them in the name of the Father, and of the Son, and of the Holy Ghost:
The text doesn't say "all the world", but rather, "all nations". In any case, though, the Bible does call the Roman Empire "the world" at times, but it makes no sense to think that the writers of Scripture truly believed the Roman Empire was the entirety of the world, for the simple reason that there were parts of the world known by the Jews that were not part of the Roman Empire. Persia, Mesopotamia, and Arabia are examples. It is possible that the Jews knew of Germania and Britain as well, which were not part of the Roman Empire. Even China was known to the Romans in the first century, although the Jews may not have about them. The Roman Empire is called "the world" in the Bible in a literary and figurative sense, not in a literal sense, where the writers of Scripture actually believed that the Empire was all the world.
|Matthew 24:14 ►|
|And this gospel of the kingdom will be preached in the whole world as a testimony to all nations, and then the end will come.|
"Whole world" here is the same word in Luke for the region Caesar was censusing.
Its not that Jesus didn't know the planet was larger than the Roman Empire, its that his message was only for the 1st century occupants of that region, and not for you. They were looking for diaspora Israelites (The Lost Sheep of Israel) that would be elected for the redemption of Jerusalem in 70AD.