I could say more, but let's see what else comes up. Actually, it is not quite true. Alexander the Great took over much of the area. Until the 18th century what is now Afghanistan was divided among several empires, the Mughal empire in India and the Safavid empire in Persia. Also there are few resources to pay for military operations or administration.
Resources have to come from outside through aid or conquest.
There are a lot of countries with different policies. Today the fiercest opponents of the Taliban are the Iranians. So I think it is too simple to say there is a single relationship between the West and Islam. This is a militant group based in Pakistan mostly oriented toward fighting in Kashmir, but its fighters are trained in Afghanistan. Most of those killed by the U.S. missile strikes last August in Afghanistan were from this group.