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Alternatively, it's still early in the game, and penalties are still low. You could just stomp that AI, too. If the large city isn't their capital, raze it.
Also, I'm heavily in favor of early wars. In the vast majority of my games (vs AI), I almost always stomp the nearest AI, but most of the time it's 'cuz they declared on me.
Loyalty is a decent balancing system to prevent abuse. It has it flows, but works as intended most of the time.
I'm more concern about the fact you take an enemy capital while you only have 2 cities far away from it and still plenty of room to expand. How can you expect to snowball efficiently after that ^^; you probably lost too much tempo building military too early.
Or the fact that repeatedly suppressing rebellions in a city has zero influence on the likelihood of the next rebellion occurring.
If early conquest is done across a big gap between your cities, with their favorable loyalty pressure, and your victim's cities, loyalty can become a huge problem.
What is described here, a warrior rush, is something that I would only try if I get a starting location that puts me right up against one or more neighbors. Not only does that get around the gap problem and let my cities exert pressure, making a warrior rush more doable, a crowded start is the one situation that tends to make conquest that early necessary. At least a bit of peaceful expansion first, spitting out 2-3 settlers, almost always works better, because you need some development of your economy to support a more capable army than the warrior spear-men rabble you mention. But, if you don't have room for 3-4 good city sites before you bump into the bad guys, non-peaceful expansion looks better the worse the prospects for peaceful expansion.
Higher difficulty definitely makes any sort of conquest harder, at least until later in the game after you have clawed your way to the top of the tech and and civics trees and can therefore win the arms race and build a very capable military. That said, you still have to consider going for it because it is more likely to be needful, and has some compensatory factors making it more possible than you might think from all those advantages the AI gets. Their two extra settlers on Deity makes it more likely you will be crowded out of enough space to expand peacefully. The Deity bonuses also make stealing their land perhaps the only at all simple way you are going to be able to climb to the top. At Deity, and especially if you are close to an AI, they are fairly likely to try to conquer you. They are not terribly competent at conquest, so you can usually manage to slaughter their entire army, and end up with a fair number of units with a few promotions -- the perfect time to turn the tables on them. If you do go for it, in this special case or even without it, you are actually helped on the loyally front by the greater number of their cities and their closeness to your cities. You do have to take all their cities quickly, but that's what you need to do at any stage of the game to get around loyalty. You also get better pillage to help out your economy that you had to shortchange in order to build your army.
If you do want to, and have the luxury to, engage in a warrior rush against some victim located too far from your empire to help out with loyalty, you have to choose a victim that is isolated from third party civs, as you have found out in this case. Maybe on your map that neutral AI would have been the better pick to rush. Maybe some other civ would have been better. It's possible that none of the civs on your map would be possible to take and hold against loyalty in isolation, taking only that one civ in your warrior rush. To take two at a time would usually require a bigger or better quality army than you can get from an economy you shortchanged to follow a life of war crime, which is why warrior rushes are hard to pull off as a general strategy you will pursue no matter what map your are dealt. Save it for the cases where it will work, while on most maps you instead develop an economy to a point that it can support the bigger and/or better military you need to get through your victims quickly enough for your conquests to be loyalty viable. That, or you find you don't need any conquest, ever, on the map you were given.
You play the map you were given, with the game mechanics you were given. Theorizing about the fidelity of those mechanics to actual history is not really very useful. The turns in the ancient era cover, what, 50 years of actual history, so a city that revolts to loyalty right away in game terms, 3 turns or so, has, in historical terms taken 150 years to flip. This is amazingly historical, considering that they didn't really have standing armies back then to enforce your imperial regime on the restive locals. If there is a valid complaint to be made about fidelity of a game mechanic to history, it's that even the very rough correspondence to reality the game does indulge in, is there to let your choices make intuitive sense. Here you went out and conquered a rival empire, and obviously, intuitively you expected that it would thereupon be yours to command. The loyally thing is admittedly not very intuitive, and it's understandable that you feel cheated because something you didn't expect happened. There's no cure for that, because the devs couldn't possibly make a game covering six millennia of history be at all intuitive in all its mechanics. You'll know better next time about this mechanic, only, no doubt, to be be cheated by some other mechanic later on.