> Back then there was no concept of nations and nation-states, which only evolved a couple of centuries later.

Just because the power structures didn't perfectly reflect nations, doesn't mean nations didn't exist. Look at, for example, Catalonia, that still has a concept of its own nationhood despite being ruled by Spain.

Or look at the British Raj, for that matter. Britain and India were both ruled by the same royal family, yet no-one pretends their people's identities weren't distinct.