I am trying to find a short story about aliens that take over the world's government. The premise is that humanity finds a species at a similar level of technological development. Earth's fleet takes off to fight, but simply disappears, while the alien fleet takes over the world (peacefully, since no one is around to protest). The government is benevolent, and the quality of life on Earth increases dramatically. It turns out that Earth's fleet had performed a similar operation on the alien planet. Both organizations seek highly motivated and idealistic individuals to replenish their ranks and perpetrate the ruse.
The story is told from the point of view of one such highly motivated candidate. He was brain-washed to believe that he belongs to an anti-alien insurgency, and discovers the truth throughout the story. His companion is an alien female, whom he has to transport somewhere in secrecy. Throughout the story, he meets common people that pretty much unilaterally support the new overlords, and realizes that the insurgents are in the minority, but tolerated/manipulated as a necessary evil.
One of the minor plot points is the construction of a highway around the entire globe, that was shown to have created gainful employment for a significant portion of the population, and made travel and trade that much easier for the general population.
The aliens as described as nearly human, but with blue skin. At least the females have partially shape-shifting ability.
I don't remember the exact format of the story (novel, novella or short story). I read it in an anthology some time within the last 10 years, but the story could be much older.