For the rest of the world's empires the arrangement are more sophisticated than that namely Imperial China, Byzantine, Mughal and Ottoman. Most of these empires works like the current trade blocs, and the members of the empires pay taxes to their master [1][2]. Those smaller autonomous states or countries who are not directly under the empires most of the times pay tributary "protection taxes" or Arabic "jizya" where they becomes vassal countries/states of the bigger empires [3]. One of common examples are the Dubrovnik in Croatia which was under Ottoman protection for about 500 years! [4]. At its peak it rivals The City of Venice and this is only one famous examples of a major city not directly under a particular empire but flourished under the protection. I can provide more examples but I hope you get the points.
This arrangement is something like countries not belongs USA but in which under NAFTA trade blocs. This thriving ancient port cities can be like Taiwan today and Taiwan is probably probably moving towards this exact direction [5].
Interestingly since Holy Roman Empire (HRE) is not technically an empire, Hanseatic League of HRE based countries initiated the trade blocs among themselves to emulate a trading under one unified empire. As I mentioned previously this is the basis of our current trade blocs.
You also claimed the non-existence of any kind of protection along the trade routes. This is not particularly true since the Imperial China has extensive guard posts along the the Silk Routes and the distance between them is reportedly one "marhalah" or around 45 km meaning that a horse can run without stopping between these two guard posts. If you like this is the earlier version of the Pony Express since they also used the posts as messengers to deliver the important news (e.g. emperor has died) to the Generals/officials far away from the center of the empire. The Islamic empires also have this similar arrangement and they called this temporary resting places for travellers/traders as "Waqaf". After time some of these Waqafs became large cities [6]. Obviously this arrangement is not security foolproof (similar to today) and they introduced and made popular the concept of "sakk" or "cheque" (meaning contract document) for deferred payment to avoid carrying gold/cash for the traders along the Silk Routes [7].
[1]https://en.wikipedia.org/wiki/List_of_cities_conquered_by_th... [2]Port-Cities in the Ottoman Empire, https://www.jstor.org/stable/40241274 [3]https://en.wikipedia.org/wiki/Vassal_state [4]https://en.wikipedia.org/wiki/Dubrovnik [5]https://www.bilaterals.org/?taiwan-says-trade-deal-would-sho... [6]https://muslimheritage.com/mega-cities-on-the-silk-road/ [7]https://en.wikipedia.org/wiki/Cheque