It wasn't always like this. The best example is the Roman Empire in the time of Augustus, with its Pax Romana and everything related to it, which wasn't seen as a bad thing by lots of writers during the centuries that followed it. The second example that comes to mind is the Investiture Controversy from the early Middle Ages (https://en.wikipedia.org/wiki/Investiture_Controversy), which saw the Papacy ideologically battling it out against the Holy Roman Empire, and the Holy Roman Empire was definitely not seen as oppressive or anything the like.
On a more generic note, us Christian Orthodox use the phrase "The Empire from the Skies" (my not so good translation, here's the wiki article on it in Romanian which literally translates as "God's Empire" : https://ro.wikipedia.org/wiki/%C3%8Emp%C4%83r%C4%83%C8%9Bia_...), and, again, the term "empire" is not seen as oppressive or anything similar, quite the contrary.
>The Princeton University’s class of 2012 had plans to dress up for their five-year reunion, but their choice of wearing stormtrooper masks from Star Wars got derailed when someone used the magic word -
>Nazis.
http://www.dailywire.com/news/14043/princeton-reunion-cancel...
Amusingly, an alum quipped on a FB post at the time about actual holocaust survivors not having raised a fuss about the term when the original films came out in the 70's.