By the time of Western Roman Empire collapsing, the realm was Christian for two centuries and gladiator games et al. were banned for so long that no one alive would remember them happening. Most of the local languages were also gone and the previously conquered people considered themselves Romans and spoke Latin. They didn't have any Wikipedia or nationalist schooling system to teach them that they were once Celts or Illyrs, 400 years ago.
(Even in our modern world where history is taught and movies and books are abundant, few people have any idea of who conquered whom in 1620 AD and what were the consequences for their distant ancestors. This is a domain of history geeks. No modern German loses their sleep over whether his city was once plundered by the Palatinate forces or burnt to the ground by a Saxon army, and would not dismantle modern Germany just because such atrocities once took place.)
Also, the Roman empire did not dissolve into a vacuum, with the previous provinces simply declaring their long desired independence. It was conquered from the outside, and the attackers would not necessarily treat the subdued population any better. They might, or they might not.