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Playing Portugal trying to conquer Belgian Congo I noticed this one as well. Good thing it has already been reported.
 
I wonder if this has something to do with the bizarre Italian convoys going by Los Angeles all the time. Maybe one of these missing provinces is in, or next to, the LA sea zone? Italy owns africa in the game Im playing, they must be convoying to or from it...
 
Good be. I only looked at land provinces because I was preparing a FAQ. I'll look into it.