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Notes -
I'd echo a lot of the answers already given in terms of the buy-in of locals being the turning point. Europeans didn't, for the most part, physically win the wars of conquest themselves with great armies of white men. They relied on allying with local factions to provide the manpower and local knowledge. Sometimes this turned out to be a mistake for the local faction, sometimes it did not. The local peasantry might care or might not, might know or might not.
But, I want to point out, how different is "Local Indian nobility now owes vague allegiance to an Empress sitting in London, the peasantry only knows they owe allegiance to the local noble, England extracts some economic surplus from controlling trade relations" from "Local Democratically Elected^tm government signs on to international economic and security treaties designed and run by westerners, the local peasantry only knows they owe allegiance to the Democratically Elected^tm government, western owned/operated corporations extract some economic surplus from controlling trade relations" in the final analysis? Democratically elected governments that go against the economic interests of their sponsors among the great powers have a tendency to suddenly collapse, new movements pop up out of nowhere to take them over. Neo-colonialism isn't just a cutesy slogan, it's the world economic system. How different is a few white plantation owners extracting surplus from the peasantry, from a few white engineers designing a plant that the peasantry labors in to extract surplus value?
In the long run no modern state survives without at least mild sponsorship from one of the Great Powers, which I'd put as the United States, European Union, Russian Federation, People's Republic of China. The sponsoring Great Power's corporations typically then have the dominant economic role in the sponsored country. Think it's easy to avoid that? Ask Allende or Mosadeq how that goes. The Taliban can keep control of a state, its modernity is questionable, but in the long run without trade with at least one of the US/EU/RF/PRC Afghanistan is not going to amount to much anyway.
The experience for a UK citizen is the same. Take Kipling, the bard of British imperial glory, writing for children Big Steamers
“Oh, where are you going to, all you Big Steamers,
With England's own coal, up and down the salt seas?”
“We are going to fetch you your bread and your butter,
Your beef, pork, and mutton, eggs, apples, and cheese.”
“And where will you fetch it from, all you Big Steamers,
And where shall I write you when you are away?”
“We fetch it from Melbourne, Quebec, and Vancouver.
Address us at Hobart, Hong-kong, and Bombay.”
“But if anything happened to all you Big Steamers,
And suppose you was wrecked up and down the salt sea?”
“Why, then you'd have no coffee or bacon for breakfast,
And you'd have no muffins or toast for your tea.”
...
“Then what can I do for you, all you Big Steamers,
Oh, what can I do for your comfort and good?”
“Send out your big warships to watch your big waters,
That no one may stop us from bringing you food.
For the bread that you eat and the biscuits you nibble,
The sweets that you suck and the joints that you carve,
They are brought to you daily by All Us Big Steamers
And if any one hinders our coming you'll starve!”
How different is that today? The UK citizen experiences the big steamers bringing in the needs and wants of the people of England from Melbourne, Quebec, Vancouver and Hong-kong and Mumbai (the natives renamed it, but what's the difference really?). The UK citizen pays taxes that pay for a great navy, both some actual taxes to their own Royal Navy and the seignorage of being part of the US lead alliance system pays some "tax" towards the maintenance of the US Navy. Overseas that Navy periodically has to bombard a local potentate that gets too uppity, but generally just maintains order so the Big Steamers can bring goods from all over the world to English ports.
ETA: Empires trying to obtain and maintain control over resource-poor tribal backwaters is just the inevitable hubris of a rising empire that's run out of economically productive wars to fight, but has leaders who want to participate in a martial tradition of conquest [read: liberation after 1945]. From Cyrus and Darius meeting disaster against the Scythians, to Roman generals launching various ill-advised campaigns into Germany, to most of the scramble for the interior of Africa and a place in the sun to prove national prestige, to modern Britain, Russia, and the United States all invading Afghanistan one after another to no obvious benefit; claiming ownership of the hinterlands is a luxury good, which normally costs more than it yields.
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