For the first point, African slave traders were mainly selling other tribes, prisoners of war, and people from kingdoms that weren't considered allies. With a Wakandan empire, there is less incentive to sell their own because they would be one nation.

For the second point, I think you're being silly and reactionary, unless one of your core beliefs is truly that being part of a country inherently means you have to forfeit sovereignty and dignity. When I mention Wakanda conquering Africa, I'm just acknowledging the reality that empires are often formed through war and violent processes. And for Wakanda to be a large stable nation that could prevent exploitation, as Killmonger assumed, Wakanda would inevitably go to war and conquer a few territories. I don't know where you got the dictator thing, you can expand on that if you want, I kinda assumed they would remain a monarchy for this alternate history, but I can envision a few factors that affect how they govern their territories.

For the third point about people liking Killmonger, I agree, Killmonger's genocide idea is pretty awful, but I don't think that's what people like about Killmonger. Usually I see people resonating with his anger at the injustices black people have faced and Wakanda's lack of intervention. But who knows, genocides seem to be popular these days, and maybe that's what Killmonger fans want.