Didn't Alexander the Great conquer Afghanistan on his way to India? Didn't various Indian and Persian empires conquer Afghanistan? I'm Sikh and we're told time and again that Hari Singh Nalwa was the only person in history to subdue Afghanistan.
/u/eighthgear debunks the idea that no empire has ever held Afghanistan: https://www.reddit.com/r/AskHistorians/comments/zpz12/afghanistan_the_place_where_empires_go_to_die/c66s6gj
/u/HolyCity describes why Afghanistan has been tough for empires to hold: https://www.reddit.com/r/AskHistorians/comments/4bkr3h/why_is_afghanistan_the_graveyard_of_empires/d1ag9js