It's just a historical thing, that's all.
If you do decide to go ahistorical though, going from the Anti-Comintern Pact to the Anti-Soviet Pact can be quite powerful as you can get countries into the Axis that wouldn't ordinarily join it once the Soviet Union declares war(probably on you, Germany, after you've occupied Poland). It can be a situationally better route than the MR pact if you plan on going to war with the Soviets before the historical date.