Romans were always sensitive to the controllability of any territory  that abutted their empire. What on earth would they have made of  Afghanistan? Let alone its army? 
Rex sociusque et amicus, ‘king, ally and friend’ was the honorific  term applied to the ruler of people on the edge of their empire who  agreed to come on board. The relationship was a delicate quid pro quo:  Rome ensured that their new best friend remained securely in power, as  long as he had a grip on his people, remained loyal to Rome and jumped  when asked. The push-pull between Rome and the Parthian empire over  Armenia offers a good example, both sides keen to have ‘their man’ in  charge and make it look as if they were in control—for propaganda  purposes if for nothing else—but without actually threatening the peace. 
Economics came strongly into it. The point is that Roman soldiers living  on the borders needed supplying, and it did not matter much where  supplies came from. Further, such exchange helped to cement  relationships on both sides. So networks of highly-respected ‘friends’  were in place even across what looks like the natural barrier of the  Rhine-Danube. Another advantage was maintaining military strength. There  was a good living to be made in the Roman army, and Romans knew the  fighting worth of other armies, especially if they were German. But  there was no point in playing these games if the stability of such  kingdoms could not be relied upon or it had nothing to offer. It was  then a matter of cutting losses (Scotland is a good example) or moving  in full time. 
President Karzai barely controls Kabul, let alone the country. An  ‘economy’ hardly exists. And even if the West could bring prosperity to  such a poor region, what would that guarantee? As for training up an  army in a congenitally unstable region in the hope that it will remain  on ‘our’ side when we are gone, Romans would have thought us deranged.  Had they wanted a local army, they would have drafted Afghans,  Gurhka-style, into the British army and sent them for training far away  (as they often did to captives). As it is, we are merely creating  mercenaries for hire by anyone who will want them.
 
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