Given the state of logistics, an army moving into such a region would be attrited to nearly nothing, very soon. Even a Roman Army supported by sea would be aversely affected. To be able to do so for any extended period of time is one thing, but the costs would be enormous and in most cases prohibitive. Then there is the issue of extracting resources without a formal infrastructure. This is one of the little life-lessons of EB II, wherein human aggregation, such as an army or even a village, town or city, without a proportional support infrastructure kills, and kills fast.
How much money did the average Greek, Roman, or Punic government spend when they colonized places? Was it really so expensive? It seems like there are plenty of examples in history of people just plopping themselves somewhere, and building the local infrastructure from the ground up with no support from the homeland at all.