You could ask the same thing to the German people in the 1930s and 40s. ;) It is not a stretch at all to do the duty of a man you respect and trust, but actually raised you without too questioning going on.
This wiki article could also give you a perfect explanation as well. Suffice to say, Cecil is a soldier following orders, he doesn't really need to question what his superiors intentions are, military structure is all about following orders, I don't see how this rule doesn't imply in a military kingdom placed in a high fantasy setting should be different.
Cecil is simply the indebted adoptive son/vassal of his king, who is he to question him? A vassal and subject trust their good king to have their subjects best interest in mind when he makes decrees and since Baron was said to be a good king, why should anyone question him? They all just assume that there is a method to his madness. Leaders start wars with other states with the justification of it being in the countries best interest all the time. Considering Baron has an order of Dark Knights, Dragoons, and now the powerful Red Wings, I feel it's safe to say that Baron has always been a pretty militaristic power in the world of FFIV. So invading and neutralizing future threats, is not far fetched for a King to ask.