In FTM, you could conquer Vichy, it was changed in TFH.
Game mechanics won't allow you to conquer a country without declaring war on them. Poland still owns the land, Germany just occupies it. You don't like it? Fine. But that's the game. Mod it yourself, if you wish to change it, suggest the idea for HoI4.
Game mechanics won't allow you to conquer a country without declaring war on them. Poland still owns the land, Germany just occupies it. You don't like it? Fine. But that's the game. Mod it yourself, if you wish to change it, suggest the idea for HoI4.