It's also just practically not possible: the distribution of resources is that it is, and for the expense of conquering and securing an expansive empire to get

It's also just practically not possible: the distribution of resources is that it is, and for the expense of conquering and securing an expansive empire to get them, strategic alliances and diplomacy will be cheaper (not to mention that just because something is within your empire, it hardly means you necessarily exert any real sovereignty or control over it - the conquered peoples will hardly feel like citizens).