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You can do that if a province is not owned by you. Alternatively, if it is, then it's something like if you click on a province 'through' a military unit (as in you sort-of click the military unit, but it goes through to the province??). It's a weird and known bug.
Well the pie charts often aren't anything to go by, and the only other thing that would matter (aside from whether or not there are minorities there - which you can find out anyway by checking on POPs in your province) would be what the largest ethnic group is - which it tells you if you place your mouse over the province.
i would have thought with migration that the ethnic groups in each province would change over time yet that doesnt seem to happen anyway to make it happen ?
Usually just hovering over the province of with your mouse is sufficient to ascertain the info on the dominant culture. For the rest, just use the state demographics and extrapolate the results.
As I said in another thread, just make sure there are no other pops of the same employment in the destination province. That way there should be no assimilation. eg build a factory in a state with no clerks which has only minorities. Promote clerks of different nationaility to those in the factory state in another state were they will be unemployed. The clerks will then move to the factory state, and as long as there are no other clerks you should end up with an increasing number of that clerk pop (no assimilation into local nationality). Given time these pops will get big enough to no longer be able to be assimilated (though whether waiting for that to happen is worth not promoting local pops is another question).