I think there have been times the subject of imperialism has been explored in an interesting way. For instance, one of Stormblood's better aspects was that it showed how the Empire turns the people from occupied nations against each other. Fordola and Yotsuyu were both mistreated by their fellow countrymen and bore resentment toward them as a result, and the Empire weaponized that resentment against their home countries by giving them the means to take it out on others. I like that Ala Mhigo and Doma were depicted as flawed but still deserving of freedom. The Bozja questline did something similar.
On the other hand, I understand where you're coming from because there have also been times when the game has dropped the ball regarding the subjects of imperialism and oppression. Fordola's arc felt like it had a satisfying resolution partially because the main story made a point of showing Lyse resolving to build a better Ala Mhigo for all Ala Mhigans, even those who sided with the Empire to better their chances of survival, but Yotsuyu’s arc ended up feeling a lot more pointless because we never got to see Hien make an effort to eliminate child marriage and sex trafficking in Doma so that no other girls need to go through the conditions that made Yotsuyu who she was. I think another time the game kind of dropped the ball had to do with Garlemald in Endwalker. While it did a great job of showing how deeply indoctrinated the average Garlean citizen is, right now I don't get the sense that the Garlean populace is coming to realize that their nation was in the wrong and they eventually need to take accountability. They've been pacified, but it feels like the Eorzean Alliance has been putting more of an effort into meeting them halfway while they haven't been putting in as much effort in return. It doesn't help that the indentured servant NPCs who are still living in that cave despite their captors losing power are basically irrelevant.