Of course, a non-Roman citizen had no right to appeal or anything under Roman law.
It's why St. Paul, who WAS a Roman citizen, had such a complicated execution story and survived way longer than he otherwise would have.
(Arrested in Jerusalem in ~57... I want to take my case to the Emperor! ... Finally sent to Rome in ~60... Nero's incredibly busy and Paul gets to spend literal years in Rome doing his thing before Nero gets around to hearing his appeal and having him killed in ~64)
Indeed, there was no possible appeal for Jesus outside of Pilate and the Sanhedrin, whose own condemnations of him violated their own law.
I quite like Lewis’s metaphysical take here:
“Though the Witch knew the Deep Magic, there is a magic deeper still which she did not know. Her knowledge goes back only to the dawn of Time. But if she could have looked a little further back, into the stillness and the darkness before Time dawned, she would have read there a different incantation. She would have known that when a willing victim who had committed no treachery was killed in a traitor's stead, the Table would crack and Death itself would start working backwards.”