At least at first they got to go from literally living in mud huts (look up wattle and daub) to having actual state of the art infrastructure and an economic link to a massive empire. Most were VERY happy for the sudden, massive increase in their standards of living.

It was much later when everybody was used to the improvements, knew how to build it for themselves, and the Empire became predatory with its taxes as it increasingly leaned on the provinces to fund its own corruption that the resentment started to build.