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Actually, you are quite able to "Pillage" any plot other than the city center. This gives you a variety of types of loot, depending on what the plot contains.
Certainly, if you are planning to capture a city, you also need a plan to hold it. If you can't control the population in the city, they will rebel. Razing can be more useful to you, if you feel you can't live with your opponent controlling the city, but you have no way to control it yourself.
Hey, that's the life of a conqueror; when you take over a city by killing its citizens, those citizens are not going to be happy. You are going to have to keep those people down one way or another...
Essentially, they wanted to promote peaceful paths to victory so much that warmongering is now extremely difficult if not outright impossible to achieve on anything but a small map with a rapid (cheesy) ultra-early game victory. That's just the way the game is now balanced, and that can be very annoying if you ever wanted to play out the fantasy of the Mongol hordes or the conquests of Alexander the Great for example.
You can get away with using wars as tools, but only under limited conditions:
* You attack, but never take land. This is basically just roving and pillaging while attempting to steal builders and settlers. The game lets you do this with little to no penalty. You go in, snatch whatever you can for 10 turns, then declare an even peace at no cost, and 10 turns later, the grievances are gone. On deity, you actually are highly encouraged to do precisely this.
* You can attack, but you must use the casus belli system, most of which comes on line in the mid-game. You must satisfy those conditions before being given permission to start a war with less penalties. Some of those conditions can be highly restrictive requiring opposing religions (holy war), an enormous tech advantage (colonial war), multiple cities bordering a single target (territorial expansion), or requiring a golden age dedication.
Personally, I think there are some flaws in this game design. The game doesn't penalize you for chasing the peaceful modes of victory. It rewards them. Easier diplomacy. Better trade routes. Safer trade routes. No diplomatic hate. No chain denouncing. You can lead in tech or culture all game and the game's mechanics do nothing to compete with you or slow you down. You can convert whole empires and then vote down the emergency where you have to defend the holy city you just converted. Easy peasy, no penalties... unless you go for a domination victory. That's not how a competition should work. The AI should actively compete across all victory strategies.
Oh really? It was my understanding that in Civ, your goal was to simulate the advancement of civilization over time in an Earth-like world. The enjoyment of the game was to examine alternative methods to accomplish that goal, both historical and a-historical.
As such, the victory conditions are sort of beside the point. If you skew the game towards conquering the world with military force, you're probably not going to have a game that has anything at all to do with the actual advance of civilization.
If the city you capture, from the HRE in this case, was a city that the HRE had captured in the past form another civ or from a city state, you will be given a third option on capture, to liberate the city to the original owner.
Keeping or razing the city pile on extra grievances. Liberating the city subtracts grievances and makes the recipient of the liberation like you in addition. A city state you liberate makes you their suzerain.
Grievances tend to go away in time, and they go away at a faster rate the earlier the era. Get your conquering in early, and you can retire from your life of crime to full respectability in an era or two at most. Well, grievances go away except for those you acquire by taking an enemy capital. To compensate for those grievances you have to do enough nice things to get and keep the other civs friendly. That's manageable until you take many enemy capitals.
Grievances shouldn't categorically stop you from doing anything. They impose certain downsides, so you factor incurring them into your decisions, just like you factor every other upside and downside. High grievances will make other civs more likely to attack you, but if you are incurring grievances by taking cities, you generally are not terribly afraid of AIs attacking you, since the AI is way better at static defense than attack. You won't get deals as favorable the less they like you, but you can still get reasonable deals up until the point that they denounce you. You have to get them all the way to "declared friends" before they will make alliances with you, and alliances have some neat benefits.
Conquering cities, at least the ones you can keep, has such huge benefits that the grievances incurred in conquest almost never outweigh those benefits.
The goal of Civilization is not to conquer the world. That may have been YOUR goal, but its not the goal of the game. The goal of the game is to advance your civilization, how you do that is up to you.
I always advance my civilization to the max -- i.e., get another "Future Tech" and "Future Civic" every 2-3 turns. Now the trick is to prevent one of the AIs from achieving victory: They all go for Science victories, and at least one goes for a Cultural victory. So I spend the last 50 turns disabling their space ports while launching my own satellite, moon landing and Mars landing. If one of the AIs manages to launch the Exo-planetary Expedition, then I have to quickly launch my own, and then launch as many LaGrange rockets as possible so that I get ahead by light-years of travel time.
Conquer civs in the early ages. Grievances are much less of a problem in the ancient and classical era.
Fight during a golden age (with golden age war dedication) or use casus belli.
Try to avoid razing cities if you can.
Have some friendships/alliances with some AI before you start war against another AI. Friendships/alliances last 30 turns, so that's 30 turns that you don't have to worry about grievances.
Removing a civ from the game causes massive grievances. So if you want to avoid that don't destroy the AI's last city. Instead just cap the ones with largest population and let the small ones flip independent. Then either cap the rebelling cities or guard your borders and wait until they flip towards your civ.
Take all capitals in the same turn. I did this for my first win on deity difficulty with thermonukes & helicopters.
You can also just choose to ignore grievances. You could out tech everyone with a civ like babylon or korea and use biplanes vs their medieval units. Alternatively you could roll a very offensive civ like Byzantium or Macedon and just destroy everyone.
Are they, though? I converted Basil II's holy city in the classical age and he stayed pissed at me for the rest of the game. He wouldn't even accept things from me FOR FREE.