Kind of makes sense for that not to be an option though, can’t think of any cases in history where that happened.
Definitely would be nice with a little more depth in the war/peace system allowing, for instance, for a client-state outcome from wars. It was, in actuality, a very common way of dealing with over-extension and politically/economically inconvenient conquests and a big part of Rome’s success was their extensive use of the patron-client on an international scale. Illyria, Carthage, Macedonia, the Greek city states, the Asian Kingdoms, etc., were all made client states first, before they were finally assimilated.
Pillage and plunder was commonly used along barbarian borders - the Roman response to raids in both Spain, Germany and Britain was usually retaliation with a carrot and stick approach; friendly tribal rulers were rewarded and recognized; unfriendly tribes were targeted by punitive raids and either driven off or made friendly by replacing its rulers. For this to work, the game really would need to be able to distinguish between conquest and other military operations, though. Too much to ask of this game, probably - would love to see a game really deal with this some day, though.
I guess that in the absence of a better representation, being able to split out client-states from recently conquered territory might be a reasonable alternative.