I imagine this *might* be because Portugal has an event chain going, that is supposed to give them a certain territory, but you annex it just before the territory is given, while that event will still happen and then attempts to give it to Portugal, which doesn't exist.. or perhaps because they got an army in TI (even for them) because of some event.. and you then get that army in the TI..
as I said, I don't KNOW, I'm just guessing
as I said, I don't KNOW, I'm just guessing