his poem "Arithmetic on the Frontier" was introduced to me as an example of Kipling's unhappiness with the high societal cost of sending Britain's finest off to die in endless border wars against local tribes. Strangely, the poetry sites that post the poem seem rather to emphasize the high cost of an upper-class education, and its lack of utility in the dirty business of war. It seems to me there's a much deeper argument here, at least to the level of "this is madness/what are we doing?" and possibly a comment on the futility of the whole exercise of conquest and domination, summed up as "the White Man's Burden" or "la Mission civilisatrice" by the colonial powers, Britain included. Weirdly, Kipling composed the poem a decade and a half before "The White Man's Burden"! So maybe the argument that he was objecting not to the wastefulness of imperialism itself, but the contemporary implementation thereof, is the correct one, and the intent behind the poem is more on the satirical level of Gilbert and Sullivan's "I Am The Very Model of a Modern Major General".
If he ever did offer criticism of imperialism, it was more likely after WWI, which cost the life of his son. The British public evidently was tired of the expense of maintaining colonial armies as well, and surprised British leaders with their demand to bring the troops home, rather than continue to occupy the former Ottoman territories in the Middle East. The Brits and French tried to set up Arab (more-or-less) puppet rulers instead, and made a muddle of it for which we are still paying the costs today.