This only applies to land held by an enemy you totally destroy. In plain CK this was common as you got ownership of any county you took from a religious enemy. A country that runs out of counties disappears.
CK doesn't completely re-set vassal-liege relationships until you re-load, so if you take land from Lithuania, and create a Count whose primary title is in that area, and Lithuania gets totally eradicated the game concludes that he's independant.
In DV you don't usually destroy an enemy all in one go, so it doesn't happen as much.
Nick
Okay, let's see if i understand this using an example.
A Muslim beat up the last remaining independent Duke (Barcelona) in Spain (King of Aragon title area tho there is no King/Duke of Aragon Duchy) and took two of his counties in the peace deal. I already own 2 of the 4 counties needed to create the Duke title of Aragon. The Muslim took one and left 1 with the Duke of Barcelon. Both of those captured counties are in the Muslim King's personal demesne. If i defeat and capture those counties, create a new Count in that 1 Aragon county, create a new Duke of Aragon title and keep it, will that Count remain my vassal even if I'm at war with someone else?
I know I'll have to wait until after the war to create the new Count (as the rest of the Muslim's king's territories are in Mauritania) and I'll need to capture them all. (Which i should, owning most of Spain and France). But one never knows who might DOW on me in the meantime.
I'd also imagine giving that new Count the Ducal title would backfire, as i don't own enough of the Aragon King title to create it yet. And neither of my two Counts qualify under my playrules (one is still a Muslim ruler, the other is a female with heirs in other Muslim courts - both holdovers from a previous conquest).