There were nations incorporated within the Roman Empire. The client kings were told what Rome expected of them but not necessarily how to discharge those responsibilities. The Herodians were A classic example. Herod Agrippa fought alongside the Romans against Judean rebels and was wounded doing so.
As the central control in the western empire became increasingly less effective it is not surprising that Nation states emerged who fought amongst themselves for superiority, meaning power and wealth.
What is surprising is the way that this new breed of King exerted control through the invention of the feudal system.