Care to read these links?lol
As most of the other places it was made a province.
For example the place from i was, Kerala, was never under direct rule but the kingdoms needed to pay the sum.
Kerala was even not conquered by mughal or other kingdoms..
Regarding ur place.. wasnt even the big port of Gwadar captured and ransacked by Portuguese way back in 1581?
Maybe most colonials didnt wanted it directly under it as the place is still under developed as far as i know.
The al jaseera video on Baluchistan posted recently surely showed some light on the real issues.
Anyway the topic is not Pakistan or Baluchistan , so i reserve my further arguments fo another thread on the issue.