This thread is fantastic, but I wouldn't be needlessly pedantic if I didn't jump in and point out that even the Roman Roman Empire wasn't as centralized as we tend to think about it today. Lots of local autonomy, even some quasi-independent client-kings.
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There is a steady trend as time goes on towards local government weakening and central government strengthening, such that by Diocletian and Constantine, that bureaucracy seems to have emerged. But creating it was a task that took centuries, and its expense was considerable.
So, it's state capacity, but a different side of it. Not a monopoly-on-force problem, like in the HRE, but sharp limits to state capacity to organize and govern.