Right, Remember that crushing all ennemies beyond your feet is not sufficient to claim the first place. Many others factors like economy or diplomaty can give you victory.
On higher difficulty levels that is exactly what you'll do : try. The game has been tuned so that as little steamrolling can occur. Don't think that every war you'll fight, you shall win. The a.i is quite smart and reacts quite well to your moves, whether they're diplomatic or military. Firstly, your enemy may been surprisingly resistant, (even if its a minor), and secondly if a war drags out too long you'll suffer an increased risk of an internal crisis: rebellions, civil unrest, etc. Such things can explode at the worst possible times forcing you to, at times, immediately conclude a war with your hated enemy and usually on not exactly shining terms.
Sapura.