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Do the "free" CBs allow the US to demand states from Mexico?

There's random CBs that allow annexing provinces (see the 'Border Dispute' CB, for example). If you take a look at the AI warmongers, you will see that, even when they annex large chunks of their enemies, their infamy rarely raises above 10. And, as Arch Mede said, countries with low relations tend to get those event CBs often.