The pre-Christian Romans made conquering easier by bringing Roman luxuries (baths, food, wine, commerce, citizenship, etc) to conquered peoples and by making examples out of those who resisted, but Christianity was not part of the package.
Not sure what the Eastern Roman empire was doing with respect to conquering and Christianizing, but if they converted anyone, I don’t think those pagans contributed imagery back to Christian holidays as we know them in America.
That said, after the Western Roman empire collapsed there were lots of European powers who used conversion as part of their larger subjugation toolbox.
Carol of the Bells
The same is true, mutatis mutandis, of the retained (though radically transformed) Christian elements of consumerist celebrations like the modern American Christmas.