Surely it is the duty of a conqueror to hold the worlds he takes? Otherwise he's just a raider with pretensions of greatness. It isn't solely the province of others to make the world loyal, how the conqueror goes about taking the world has an overwhelming impact on how the world feels about becoming Imperial. It determines how open they are to the work of the missionaries. The worlds taken by the Primarchs for the most part were willing to listen to the iterators, because of the strategies used to take those worlds. The worlds Macharius took uniformly rejected Imperial rule, clearly that reflects badly on how he took them.
The world's didn't reject imperial rule, his generals did. From what I understand (reading the wiki), as soon as Macharius died, his 7 generals all seceded from the Imperium and divvied up Macharius' conquest. Not really much a world can do when the army that conquered you secedes from their own empire.
Hell, even the Space Marine chapters that took part in that crusade went crazy and started fighting each other, which seems like too much of a coincidence for it to have happened without an outside source(maybe chaos? They were fighting Chaos Marines at one point in the crusade)
Yet the Imperium endured even during the Horus Heresy but those worlds Macharius conquered fell to dissaray right after his death. This shows much about his ways, sure he grinded them down and won the land, but not the people even his own man were too tired to follow him. However i am sure during the great crusade the imperial man would have followed their leader's even into that abyss.
Again, it was a different imperium. First, the Space Marine Legions, which were pretty much in charge of all conquest, "knew no fear", so of course they would have followed their leaders into the abyss. Second, the philosophies and beliefs of the average imperial man are vastly different between the great crusade and the 41st millennium. During the great crusade, the Imperial Truth was widespread and humanity trusted in science and reason, there was no reason to believe that the Halo Stars would be any more difficult to conquer than the rest of the galaxy. 41st millennium though means that the average imperial citizen is ignorant and superstitious and is absolutely terrified of "Going beyond the Emperor's light".
Honestly though, the fluff for the Macharian Heresy is a little dumb, and it's obviously just an attempt to shoehorn one last Alexander comparison (where his empire falls apart after his death), despite how unlikely it sounds that 6 of the most trusted commanders in the most successful crusade since the Great Crusade just happen to decide that the Imperium can suck it and split off to do their own thing( not to mention all the troops who are raised from birth to worship the Emperor and Imperium.