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Nietzsche does not uncritically endorse master morality, or military conquest as an end in itself. Neither a state entirely devoted to master morality, or to military conquest, would be Nietzschean states (to the extent that such a thing is a coherent concept, like with Plato's Republic). The Superman is not just the biggest, baddest Bronze Age warlord - there are higher worlds to conquer.

The next aphorism after the Sparta one:

The political defeat of Greece is the greatest failure of culture; for it has given rise to the atrocious theory that culture cannot be pursued unless one is at the same time armed to the teeth. The rise of Christianity was the second greatest failure: brute force on the one hand, and a dull intellect on the other, won a complete victory over the aristocratic genius among the nations. To be a Philhellenist now means to be a foe of brute force and stupid intellects. Sparta was the ruin of Athens in so far as she compelled Athens to turn her entire attention to politics and to act as a federal combination.