Well, when I play this game, it's a sort of re-creation thing going on. If I'm playing the USA, I don't think that I'm supposed to exactly know what the enemy has in store for me. Fog of war and all of that.
Well thats the point really. If one is playing as the USA one ought to have this information on hand as it was common knowledge historically.
The USA actually had a special Military Intelligence Unit formed specifically for this purpose. It consisted of two branches, the Japanese American Unit composed of Nisei (second-generation Japanese Americans who were mostly trained as linguists and were tasked with translating incoming intelligence reports and documents, and the German-Austrian Unit based at Camp Richie and generally referred to as 'The Ritchie Boys'.
'The Richie Boys' were mostly German-speaking immigrants to the United States. They were predominantly Jews, who had fled Nazi persecution. Once the USA joined the war they were primarily utilized for interrogation of prisoners on the front lines and counter-intelligence in Europe because of their knowledge of the German language and culture. But like their colleagues in the Japanese-American Unit their primary goal was to produce an accurate assessment of the military and industrial strength of Germany.
The simple fact is that it's very hard to hide this information from another nation, even an enemy, as there are simply too many ways to obtain it. In fact, trying to hide it requires special measures by the country wanting to keep it secret, rather than particular skills or technology from those wishing to analyse it, and most nations just didn't bother.
In practice, it was much easier to inflate the numbers than hide them, so we see examples of the British inventing new fictitious formations including the use of inflatable tanks and aircraft to represent them on German photo-recon sweeps and fake radio traffic. But trying to hide the existence of something is much harder, if not impossible and wasn't really attempted except on a few very rare occasions.
The Germans for example tried to hide the construction of their Deutschland class battleships, but then made the mistake of inviting a Soviet Naval delegation to view the construction sites, and even explained in great detail to them how these ships were intended to be employed to defeat the Royal Navy, and this was prior to 1939.
Likewise, the Japanese tried to hide the construction of the battleship Yamato, but limited their efforts to trying to disguise it's size and strength rather than its existence. It's simply not possible to hide the existence of a battleship.
However, despite their efforts the Japanese-American Unit had reported as early as 1936 that
“Japan had designs for warships of 45,000 to 55,000 tons,” and that she
“would not hesitate to build ships of at least 35,000 tons” and
“would not revert to the Washington restriction on tonnage or its limit for guns.”
So even without concrete knowledge the USA were aware that any new Japanese battleship was going to be big. The reason for this being that the Japanese knew the exact strength of the US Battleship fleet and the construction capability of the USA naval shipyards, and had determined that they could not achieve parity in numbers with the USA in battleships, but could build bigger. This was mainly because the size of US battleships was restricted by their need to pass through the Panama Canal.
On a similar note, the Germans might have liked to keep the size of their air force a secret prior to 1939, but couldn't do so simply because they had to order components for their aero engines from Britain. Therefore British military intelligence was able to calculate the strength of the German air force based simply on the number of components purchased and the German companies they were delivered to.
The Germans likewise knew pretty much the exact strength of the British bomber force simply by monitoring the number of optical lenses the British were ordering from German manufacturers for the manufacture of bomb sights. Once again, you could deliberately order more and thus create a false impression of strength, but you can't build something without the components to hide its existence.
So, what the game lacks is that summary of military intelligence that gives the player an overall estimate of an opponent's strength, and thus 'for a strategy game' oddly denies players the information they need to plan their strategy for force composition. There is actually a whole level of intelligence missing and all the game simulates is the operational intelligence that deals with the secondary question '...and what is it doing?', which fits in with the general concept of 'The Fog of War' you mention.
At the moment the only way to get this information is by 'Tag-Switching' and taking a screenshot of the AI nations 'Allied Force Comparison Report'. Which is fine except that it's 100% accurate, which is really more than it should be. Something like this report, but with a varying degree of inaccuracy based upon the efforts being made by the owning nation to hide the information would be ideal.