What is this? A contest who is more patriotic?
If you've been treated like 2nd class citizen then either you're not loyal in eyes of imperial authority or you're not living in an empire. Empires are based on super-ethnoses (nation), your super-ethnic self-determination should be above whatever other ethno-social you're in. If you're not then, well, they treat you like 2nd class citizen, like a threat. BTW I hope you're not talking from an experience =)
Or the empire has no interest in assimilating the conquered populations, and thinks that it can plunder the lands and resources, while the people are content with being second class citizens (the British empire for example). You're right that certain elements may be seen as bein threatening, however the empire itself needs to make certain sacrifices while the assimilation process takes place (like accepting religious diversity rather than trying to push a particular religion). Essentially the empire would need to built it's identity while the conquering takes place (like the Roman empire did).
Also, I wasn't alive when Roman was divided between Austria-Hungary and the Ottoman empire (and I believe some regions were simultaneously Russian protectorates) , so I luckily didn't experience what it was like to be a second class citizen.
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