Actually, I think most people don't really want to conquer anything. While they may have ambitions, such as 'conquering' Mt. Everest, which they see as a challenge to their limitations, most people aren't mad about possessing riches, lands or peoples. Every time a nation has been led in conquest, it has been led by a leader who had the vision of conquest and convinced everyone that the others are lesser. For a few examples I'll list Hitler, African American slavery, Colonialism and Imperialism.

Those who support empires are actually driven by their desire to be part of a greater whole. So if supporting a conquering empire is the only option, so be it. The Empire is great! However, there are other alternatives to being part of a greater whole - culture, society, humanity.

Humans strive to be part of something bigger and better than themselves. We like the thought, since we feel uplifted. Conquest is the perversion of that desire and it is driven by certain people's sense of pride, and the desire to gain personal power. The second is often mixed up with the first, but it is not the natural state of the human mind.