With all the wealth and black magic across the sea in Essos why, can't they just take over Westeros?

That assassin that Arya frees seems to be invincible and says he can slay anyone. (I don't know how he was captured in the first place.) Arya is learning that same assassin art. The red priests all seem invincible. All the merchants of Essos seem to have much more wealth. The Iron Bank on Essos. The Targaryans actually came from across the sea with dragons and took over. Plus only Westeros lives in the shadow of the threat from the Others. Is there any explanation about why Westeros isn't just a vassal land to Essos?