Sometimes a king decides he is so awesome that he really needs a fancier title and starts calling himself "Emperor", even if he hasn't conquered anything. There are a few examples in the real world. I remember the case of a king whose parents and grandparents had unified several kingdoms through marriage, and who tried to have the Pope grant him an imperial title... In other cases, the monarch just wanted a title as fancy or fancier than his neighbors (I can remember at least two examples of monarchies doing that...).
In other cases, the Empire was formed centuries or even thousands of years ago, and the imperial title has been passed down despite little expansion happening since then...
Since real-life examples are forbidden, take a look at Westeros from Game of Thrones/Song of Ice and Fire. It was created by force 300 years ago, and it's the size of a continent, pretty much an Empire in all but in name... but everybody has become quite comfortable being part of it at the beginning of the series: The Northeners and Riverlanders only secede after the Lannisters kill Ned Stark and Robert Baratheon's brothers start fighting each other, and Rob Stark doesn't know which of them to support...
As for the Ironborn, they want to secede in order to be allowed to rob, rape and enslave the rest of Westeros, and they start building their own empire even before they have managed to achieve independence from the Iron Throne...
By the way, the Ironborn are a perfect example of a despicable "Resistance" that is way worse than the "Empire..."