Matthew Levi was a tax collector 'sitting at the receipt of custom' in Capernaum. By definition he was a Roman agent, appointed ultimately by Pontius Pilate.
The Romans faced Jewish uprisings every ten or twenty years in their Occupation of Palestine.
It was very risky for Jesus to invite Matthew, or to allow him, to become a disciple.
After Jesus led a failed uprising, trying to take over the Temple in Jerusalem at Passover, he was executed along with two Zealot leaders.
The Romans seem to have been fully prepared for the event. Presumably they had someone on the inside of Jesus' movement.
After Jesus' execution, the movement had no clear leadership and began to disintegrate. Matthew hung around long enough to observe this, and then disappears from the record.
He apparently told people he was going to "Ethiopia, south of the Caspian Sea". Ha ha, very funny.