If Caesar conquered Gallia, do you think that the rich and developed Gallic Empire would still be in place once the Roman Empire fell, ready to take it's place. The Gauls created a civilization on their own, based on fusion of Greek and Celtic traditions.
Well, the Gauls had at first to deal with the Germanic incursions. Areovistus was only temporarily dissuaded from meddling in Gaulish affairs by Caesar when he seemed poised to take control of Narbonensis and Gaul was the most attractive target for a war of conquest. When the Senate (or Cato, more precisely) blocked the handover of the province to Caesar, claiming that he would have to have his attention undivided to deal with the Dalmatii and the Dacians, Ahenobarbus, their chosen candidate for the spot preferred taxing Massilia quite harshly and then lending them the necessary money with 50% interest (and then wondering why even in Rome his colleagues and allies wouldn't intervene while Cicero talked about the "second Verres" to actually paying attention to what was happening to the north of his province. It was after all only the war scare of 55 B.C., when many in Rome believed that a Cimbri-like invasion was imminent, that many Optimates decided to ditch Ahenobarbus and appoint Pompey to the governorship of the two Spains and Narbonensis. It was only Pompey's intervention that put an end to endless German raiding in Gaul and stabilised the situation. And then, we must consider the fact that Rome never really left the Mediterranean; true, Mesopotamia and the "Upper Satrapies" were not closer to the Mediterranean than central and northern Gaul; but unlike the latter, they were firmly in the Hellenistic political, economic and cultural sphere, which meant that it was easier and more palatable for Rome to seek expansion towards that direction (as she began to claim for herself the position of the leader of the Hellenistic world). Caesar was pretty much the exception to the rule, with his vast conquests and many new provinces he created, all achieved through warfare (it is important to note that Pompey hadn't fought any large-scale battles during the Fourth Mithridatic War and his later campaigns in the area); Pompey on the other hand, more loyal to the traditional Roman policy regarding borderlands and perhaps repeating his own policies in the East in 63 -62 B.C., he went for indirect control: except for the lands of the Cantabrians and the other tribes in northern Hispania which he annexed to bring stability to the area and make Hispania more defensible, he mainly backed pro-Roman tribes, particularly the Aeduii, in an effort to secure peace in Gaul (something that the Massilians, who had helped him enormously during his campaigns in Gaul and against the pirates in the western half of the Mediterranean, urged him to do).
It is true that Caesar's policy in the Balkans/the Danubian provinces and the East was in many respects the exact opposite of Pompey's; in the former, he annexed Noricum, Pannonia and Lower Moesia in the span of 5 years (59 - 54 B.C), while in the East, he annexed Mesopotamia, Babylonia, Susiana and, perhaps rather surprisingly, Cyprus, while it can be argued that Egypt had become a Roman province in all but name, moreso than even the oldest of Rome's client kingdoms in the East. But upon closer examination, it is revealed that it wasn't just a conquest rampage and that a distinction is perhaps needed: in the Balkans, where there was no viable state organisation for Rome to work with and where Dacia was a destabilising factor, Rome perhaps had to step in to stabilise the situation and keep the Dacians and away from Dalmatia and Italy, but it can also be argued that annexations in the area of the scale of Caesar's ones were perhaps unnecessary; therefore, we can say that Caesar acted there more as an expansionist and out of seeking to increase his
gravitas and
auctoritas - after all, these were the first years of the triumvirate, and he needed to assert his position both vis-a-vis the Optimate opposition, but also his two allies.
In Asia however, it is a different story: Mesopotamia and Babylonia were the centre of the former Parthian empire, and its wealthiest and most populous provinces. It was imperative that, in order for the new order in the East to survive, Rome would have to impair any potential future upstart from becoming an equal to Parthia and without these two provinces, no potential player in the East could ever manage to master the resources and be in the position to critically threaten Rome's eastern interests. Susiana was annexed in order to shore up the defences in the lower half of Mesopotamia and Babylonia against an attack there (that was before the Parthian empire imploded in 49 B.C. ). Cyprus was the result of the complex domestic situation in Rome at the time, which also coincided with the decade-long dynastic crisis in Egypt (it was only after the uprising that Berenice caused by squeezing the locals too hard in order to finance her luxurious lifestyle that Caesar sent Trebonius to formally annex the island)
Egypt being a de facto province was more an effort to strike a balance betweeen the triumvirs without upsetting the balance of power inside Rome in general. Crassus had to be compensated somehow for his agreement to give Caesar the new extended command in Syria, as the war against the Dacians had ended and the Senate was unwilling to agree to a continuation of hostilities across the Danube, as well as his acquiescence to Pompey's proconsular command in the West; but at the same time, the triumvirs had to avoid creating any further trouble, as Rome's involvment in Egypt's dynastic troubles had worsened the political climate inside the city itself considerably. At the same time, the triumvirs wanted to ensure that Auletes would adhere to the terms of their unofficial agreement, including paying the stagerring 20.000 talents he promised in return for the Triumvirate's support, and, more importantly, that he would remain in power long enough to deliver. Therefore, naming Marcus Licinius Crassus the Younger, despite his youth, as commander of the
Liciniani (the two legions that were stationed in Egypt to ensure that Ptolemy would play by the rules), as well as the appointment of Crassus's freedman, Alexander, as
dioiketes (the official responsible for the finances) and of two of Crassus's allies as governors of Cyprus and Cyrenaica all aimed at achieving these goals simultaneously : Crassus would be given near-full control of Egypt (but with checks), the triumvirs would have the guarantees they looked for and there would be no annexation, which would be, if a proposal for this by Crassus in 64 B.C is an indication, at least controversial.
It is also critical to note that , for all the talk about Caesar's more interventionist stance when it came to administration, he actually refrained from annexing any of the numerous client kingdoms in the area, even if the disappearance of the Parthian empire meant that a key motive behind the territorial settlement reached by Pompey after the Mithridatic wars had been removed. This had largely to do of course with te fact that most of these dynasts and kings were Pompey's clients, and thus removing them would create complications with one of his main allies. But it also had to do with he fact that Caesar recognised that imposing direct rule over these regions would tax Rome's administrative machine without much in return. The same can be seen east of the Euphrates, were he had almost total freedom to organise the area as he saw fit: by creating independent kingdoms in Media, Persis, Parthia, Elymais and Carmania, he followed a more "Pompeian" strategy in the area, by annexing the more heavily populated and hellenised areas and leaving the rest under the control of native kings.
Therefore, given that Gaul had more in common with the East after Parthia's collapse (Rome controlling the more prosperous and urbanised areas, as well as the ones with the greater Graeco-roman cultural influence, the interior being disorganised with no potent enemy in sight rather than the Balkans after the Dacian war, and also being outside of the Mediterannean, which was the centre of Rome's empire, I would say that Caesar would most probably do something similar to what Pompey did and that Gaul would remain in Rome's orbit and develop into a Roman ally in the West, but wouldn't be annexed as a province.