The Burmese didn't appreciate British ingerence into their affairs since colonialism, as always, went hand in hand with imperialism and exploitation of the indigenous people. Who after all would want that kind of treatment, even if there were indeed intermittant windfalls, such as improved roads or better opportunities in education? The Burmese government had lent an ear to the sirens' song of false economic advancement via collaboration with the British Empire and thus had to stoop to bear the yoke of subservience as part of the price to pay:
Indeed, one of the chief consequences of Western imperial expansion in Asia (as in Africa) was that it brought industrialized and non-industrialized societies forcibly together in a world made ever smaller by technological progress and so provoked resentment between the ‘‘haves’’ and ‘‘have-nots.’’
- eNotes: shooting-elephant/historical-context
Note that both France and the Netherlands were on the scene as well, each of these three powers vying for its territory in an up-for-grabs geopolitical Monopoly game. The crash of '39 put an end to such speculation as the poles of power could no longer follow through with their plans for development in these regions.
A fair trade policy or equitable commerce ethic is difficult enough to practise today; at Orwell's time such an idea would not even have been conceivable. The "great white father" era was beating in full fervour and Orwell (Eric Blair) quickly became disheartened by the exploitation he witnessed (and even had been a part of for a time). The references below give more insight concerning this.