Have you destroyed their shrines and replaced it with Roman ones (reduce culture penalty over time)? Have you been also building infrastructures that increase happiness? Public health buildings?
Double click on the province and then details. You can see exactly what your province is lacking or the cause for discontent.. You can see the percentages, for or against happiness, growth etc. Great feature. They need to balance the squalor just a bit because you often times inherit squalor from provinces you conquer. Public health build should increase happiness by 7.5% instead of 5% for each upgrade.
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