Was nationalism a thing? Were there peasants and nobles going "Hell no, we dont want this!"?
This is actually part of my thesis. The answer, as in many things, is ambiguous, but basically boils down to the importance of good PR. The Cerdicing House of Wessex benefits during the ninth and tenth century from exceptional PR, largely a result of Alfred's understanding of the vital importance of image to Anglo-Saxon monarchy.
While the marriage of Alfred's daughter Æthelflæd to Ealdorman Æthelræd of Mercia reads like a standard power-play to bring Mercia under West Saxon control, in practice things play out very differently. Mercia and Wessex had been building towards a closer and closer alliance since the 850s, but by 900 were still separate countries, with markedly different cultures. During and after her marriage to Æthelræd, Æthelflæd plays a very shrewd and highly effective political game, where she takes great pains to mollify any resentment towards her as an outsider, to emphasise her mixed Mercian heritage, to portray herself as a legitimate Mercian ruler and firmly embrace Mercian political and cultural identity.
Æthelflæd and her husband work hard to consolidate Mercia's defences, settlements and infrastructures. The reconstruction of Chester is celebrated as a Mercian triumph in coinages deliberately reminiscent of Roman architectural design coinages. During this period, the Mercian Register begins as a counterpart to the Wessex-orientated Anglo-Saxon Chronicle. The relics of Mercian saints such as St Oswald or St Werburgh are liberated from sites in the Danelaw and translated amid great pomp to new churches built in prominent Mercian cities, Gloucester and Chester respectively.
Following her husband's death, Æthelflæd seems to have ruled Mercia with the full support of her nobles, but continues to act as a Mercian ruler, promoting Mercian cults, promoting settlements and implementing a vast and impressive military network to defend Mercia and launch the invasion of the Danelaw. Interestingly, she actually passes the rule of an independent Mercia to her daughter Ælfwynn, and it is her who is deposed by Edward the Elder.
Mercian separatism still exists. This can be seen in aspects of material culture as much as in literature. The problem though may be one of historiography rather than conquest. William of Malmesbury tells us that the future King of England Æthelstan was fostered in Æthelflæd's court in Mercia and grew up with a deep appreciation of Mercia. In grants to religious institutions in Mercia from his reign, he pays tribute to a 'deep filial bond' with Ealdorman Æthelræd and Æthelflæd. It is interesting to note that after Edward the Elder dies, Æthelstan was potentially not the first heir, but his older brother also dies, and Æthelstan is proclaimed king in Mercia by nobles still loyal to his aunt, before Wessex in turn follows suit. This successional crisis is mentioned in the Mercian Register but conveniently ignored in the ASC, where it might disrupt the narrative of West Saxon Cerdicing divinely inspired triumph.
The Mercians are victims of great West Saxon PR, and events suggest that Mercia was far more of an equal player in the unification of England than the ASC would like to admit. Pauline Stafford's The Annals of Æthelflæd and George Molyneaux's The Foundation of the English Kingdom in the Tenth Century offer some brilliant recent scholarship on the subject, and suggest that Mercia may if anything actually had had more influence over Wessex in England, as a result of Æthelflæd's carefully constructed power base throwing its weight behind Æthelstan and his promotion of Mercia in turn. The very name of 'England' favours the Anglian Mercians over the West Saxons. There is an argument that this is based on Bede's gens Anglorum and ideas of an Engla lond (Bede as a Northumbrian was also Anglian) but was also a surprising amount of prominence given to the Mercians since previous Cerdicings had styled themselves Rex Saxonum or Rex Occidentalum Saxonum.
This is a phenomenon that repeats itself again in the 970s. During Eadwig's short and divisive reign, his half-brother Edgar was pronounced King in Mercia for two years before he ascended to the throne of the whole of England.