I think that you don't become part of the HRE by just expanding into it, you have to become a member with the emperors decision, sure the provinces will be part of the HRE but I'm guessing they left the remove from hre decision in.
The only thing that changed is that when you decide to leave the HRE you can do so much easier and all your empire provinces with no core on will revert to the emperor.
Edit: Maybe they could add like a peace option to remove province from the empire if you are fighting against the emperor?
I see. Yes, that makes sense.