Because for most people, most of the time, European colonialists were the lesser evil.
Zulus
Take the Zulus for example, fierce warriors of southern Africa. They revolutionized warfare in the region and conquered land left and right. Their MO when subduing a foreign tribe was to kill off all the men and then forcibly take women as wives for their warriors. I imagine rather few non-Zulu tears were shed when the British destroyed their empire.
All of colonial history is like that. European colonialists came, identified groups of oppressed people and sided with them for logistical support and auxilliaries against their oppressors and in exchange were installed as the new top caste. Usually this was an improvement over what they experienced before, although yes a good deal of the previous top caste was wiped out of the process.
Europe didn’t conquer the world by sheer military might. It most cases it conquered by perfecting the act of being the lesser evil. Colonial empires were evil yes, but for most people, most of the time, they were less evil than the alternative, whatever it was. Zulus were one example, Aztecs were another. Not all were this extreme, but it was always something along those lines.