After version 1.23, decisions that move your capital now removes that province from the Holy Roman Empire if you are not a member state and the capital is being moved into the Empire. This will also make the Empire dislike you as usual, and reduce the Imperial Authority. (From ChangeLog)
However, you can still use a double-war to force a non-HRE country to join HRE.
For example, PEST is the current capital of Hungary.
Then the emperor Austria conquer PEST and make it a HRE province.
Then return it to Hungary. The current capital of Hungary is SZABOLCS.
Then Austria declare a second war and conquer SZABOLCS. PEST become the capital of Hungary again.
Now Hungary is a member of HRE.
However, you can still use a double-war to force a non-HRE country to join HRE.
For example, PEST is the current capital of Hungary.
Then the emperor Austria conquer PEST and make it a HRE province.
Then return it to Hungary. The current capital of Hungary is SZABOLCS.
Then Austria declare a second war and conquer SZABOLCS. PEST become the capital of Hungary again.
Now Hungary is a member of HRE.