There is a big disconnect with newer players OR even older players who are/were not into wargaming. Having the mind-set of being a Leader of Men. Doing things both in- and out-of-session that have an impact on their character’s future and the larger Setting around them.
While the 5e seems to have basically got rid of Henchmen, in the ACKS game I’m in on Wednesdays they are essential. Characters and Henchmen die with alarming frequency.
Having henchmen is the first step in creating your own Faction, which leads directly to the Domain Game. Which absolutely does not have to wait for Name-Level.
The rules may not enable a 5th level MU to lead troops into battle, directly, but his 4th level Fighter Hench certainly can!
In AD&D there are abandoned castles all over the place, waiting for enterprising PCs to clear out and start refurbishing. Incidentally, a great way to siphon off excess gold! Once it’s at least livable, a PC can hire a garrison and then… whoops, need more gold! Back into the dungeons, boys!
If your Players don’t know they *can* play this way, then they won’t. Leading to all the various complaints about too much treasure, repetitive adventures, etc.
I haven’t read any rulesets that spell out the concept of laying the foundation for your eventual kingdom in your first session. (Oh, dear, this should probably become an essay…) But a DM that encourages that playstyle, and gives the Players room to grow and develop their characters will discover their setting getting bigger, richer and deeper all around them, with the Players doing a lot of the work.
The end result is more fun for everyone.