It is worth keeping in mind that the Lunar Empire was much smaller than the Roman empire – both in terms of territory and population. The Lunar Empire includes about 8.5 million humans, with another million non-humans (elves, dwarfs, trolls, etc.) in its orbit.
By most accounts, the Roman Empire at its height numbered around 40-50 million people and Han China somewhere around 50 million. Likely the Assyrians or Neo-Babylonians or some of the Successors are better points of comparison in terms of population and territory. Rome or Han China – that’s like the Middle Sea Empire at its peak.
On the other hand the Lunar Empire had a tamed Chaos demon in its service, could call down meteors from the Red Moon, and had a field school of magicians. Which I am pretty sure the Romans or Chinese never even claimed.
Wasn’t Sheng’s empire large? At its peak, Sheng’s empire might have had about 30 million tops. Probably closer to 20 to 25 million. Which is pretty darn big.