They didn't, but they are very politically active in scandinavia(home of Paradox and quite a few on this forum.). Also they figure in the news a lot now with Iraq, and before that with the eternal border scirmishes with Turkey, Iran and Iraq. Not to forget their semi-terrorist activities by Öcalan (PKK) and the like.
It would be fantastic to see a POP version of Hoi, though. All political implications aside, I see why Paradox wouldn't want to touch that whole can of worms. But just imagine how fun it would be to have Hungarian minorities in Rumania support one side of the war, perhaps defecting areas of land if Rumania falls while Hungary&Fascist powers are still strong? Or better yet, eager battalions of workers and Fascists signing up for serving the Reich after being conquered? Or what about Frenchies, how interesting wouldn't it be to see how eager they were to help their neighbour to the east. Or seeing the multi-ethnic Caucasus revolt against their "evil" Soviet overlords. A what-if sceneario(spelling?) where Turkey enters on the Fascist side to secure the turkmenics in the caucasus? That would just be too good to be true.
Even better if they had militancy, and actually could end up as fighting partisans or even proper forces, like in Yugoslavia or the Pripetsk(spelling?) swamps. Then we could even have terrorist events, like the militant Sionists of Palestine the Communist resistancé in France and elsewhere, providing the Allies with a good intelligence and thus a reason to ally with "the devil himself, Stalin" as Churchill put it, if I'm not mistaken. Then we could presumably have a game as much about industry, research, propaganda and secret societies as with warfare. Perhaps I'll have to wait until HoI 5, but if I get it, I will be happy forevermore!
Wytchking