Ok, maybe went a little over board ...
Still, the can'o'worms stands ...
Exchanging prisoners would only take place after cessation of hostiliies (i.e. total victory/defeat). Remember that WW2 was a "total" war ... so I don't expect such pleasantries to happen between Joseph and Adolf ...
The Allies and Axis I don't know about, but I believe Steve McQueen

(and company) spent the rest of the war behind barbed wire until he was liberated by the Yanks. Same is true for the U-Boatmen.
POWs, "out of sight, out of mind" is a pretty good abstraction IMO.
Now, freeing POWs after you've had a Sealion (as Axis) or after 8-5-45 (as Allies) to go after the Commies, that's another story ... but I don't think POW exchange under the circumstances is apropriate...
As for having a POW collumn in the upcoming statistics-ledger, depending on how they're gonna implement it, a POW collumn/row would be ok
I mean, they're probably gonna list casualties as destroyed divisions and not as casualties in men. So I don't think there's gonna be a distinction between KIA and POW in game terms.