Many Gloranthan societies settle colonies, just as the Greeks, Chinese, Phoenicians, Romans, Aztecs, etc. Let’s think about this from the perspective of antiquity, as opposed to the early Modern Era. Cities or tribes would send out settlers to found new colonies, perhaps because of being defeated in war, to resolve internal social conflict, for imperial expansion, as garrisons, for trade opportunities, etc. In the Third Age, it isn’t just the Lunar Empire that does this (e.g., Saird, Oraya-Redlands, Furthest), but the Orlanthi (e.g., Sartar, Tarsh, Pavis, Risklands, etc.) and even the Holy Country (Doskayo on Melib).
We can think of Sartar being originally a colony of the Hendriki, established because of religious prophecy and military defeat. Tarsh had similar origins, but was founded by the Orlanthi of South Peloria in the wake of the Conquering Daughter.
Sometimes colonization took place in areas largely unsettled by humans (eg., Dragon Pass, Pavis County). Sometimes it took place in settled lands, where the vanquished were forced to give up land to the new settlers (e.g., Oraya-Redlands, Saird, Furthest). Note the use of term “largely unsettled” – there of course were bands of nomadic Pure Horse People in Dragon Pass when the Orlanthi settled there, and there were Praxians around Old Pavis when the Sartarites settled there. Admittedly those colonies were not founded on nearly as much blood as Saird or Oraya.
And if we define “empire” as: “an aggregate of many separate states or territories under a supreme ruler or oligarchy. This is in contrast to a federation, which is an extensive state voluntarily composed of autonomous states and peoples. An empire is a large polity which rules over territories outside of its original borders.”
Then we see there are plenty of “empires” – the Lunar Empire, Seshnela, Loskalm, and more. Sartar is a federation – at least until 1630. However, one can make a good argument that Argrath’s Kingdom of Dragon Pass is an empire, as Furthest is conquered, and Argrath is able to rule over all of Dragon Pass in a way that Moirades, Tarkalor, and Sartar could not.
But lets go back in time a little, to the Second and First Ages. Although the First Council was a federation, the Second Council could be said to be an empire, and the Broken Council, Empire of the Wyrms Friends, and Third Council were definitely empires. Weirdly, Dara Happa called itself an empire, but actually might be better thought of as a federation for much of its history!