Why was it smart for European colonial powers to wield power in their newly-acquired colonies through indirect rule? Can you draw parallelisms with previous dominant civilizations?

Compare those colonial powers with how Alexander the Great and (later) Caesar Augustus and his heirs controlled their empires.

https://www.google.com/search?q=alexander+the+great&rlz=1C5CHFA_enUS705US707&oq=Alexander&aqs=chrome.2.69i57j0l5.6282j0j7&sourceid=chrome&ie=UTF-8

and

https://www.google.com/search?q=augustus+caesar+and+roman+emperors&rlz=1C5CHFA_enUS705US707&oq=augustus+caesar+and+roman+emperors&aqs=chrome..69i57j0l2.14023j0j7&sourceid=chrome&ie=UTF-8