It was certainly more fun to do all the senate missions - much more challenging than just expanding in one direction safely with no threats whatsoever. And it was also nice to get cash and extra units as rewards. I think the romans are meant to be played like that, yes. An extra flavor was added to the campaign because I choose to wage war with Germania at the same time I went for Gaul (many nice river battles against the former with sarmatian mercs, some infantry and my faction leader's bodyguard hehe...).