Maximus (Russell Crowe) is a general in the roman army loved by Marcus Aurelius, the emperor. Marcus wants Maximus to become emperor after he dies as he thinks that his son Commodus is unfit to rule. When he tells Commodus this, Commodus murders him. When Maximus refuses to believe that Marcus died of natural causes, Commodus orders that Maximus and his family should be executed. However, Maximus escapes and returns home - too late to save his family. He collapses and is sold as a slave where his prowess as a gladiator gets noticed and eventually he fights his way through Africa to Rome, where he meets the emperor face to face. The emperor spares his life, then challenges Maximus to a fight in the arena. Maximus accepts and the two engage in a bloody battle. Maximus kills the emperor, reinstates the Senate as the governors of Rome and dies to be with his family in the afterlife.
Chosen answer: You're probably closest with the suggestion that they're rather stunned at the sheer speed with which Maximus has carved through the opposition. They'd certainly be used to more of a show, so for Maximus to slay all his challengers in less than a minute would take them aback. If anything, the "Are you not entertained" is closer to the theatrics that they'd really expect to see, which would prompt them into cheering him - up to that point, he's not exactly won their favour, even though he's defeated all comers.
Tailkinker