They extracted a return on that investment, at least in the early days of the empire. A lot of land, gold, and slaves were returned to Rome by their military.
Yes and no. The total economic pie was much smaller in antiquity, limiting the potential maximum scope of government. Even so, entitlement spending still took up its share of ancient budgets:
https://en.wikipedia.org/wiki/Economics_of_the_Roman_army
The military was the “the largest item of state expenditure” during much of China’s Tang Dynasty.
https://www.cambridge.org/core/journals/journal-of-chinese-h...
Compared to this, 4% of the US GDP or 12% of annual US federal spending seems like a bargain, especially if you’re Germany.