Some of those countries will get pushed toward Comintern. If Axis has high threat, but Allies & Comintern have low threat, then states will be pushed away from Axis. But the other rules still apply, so states near Russia or states with socialist (red) parties in power will tend to move toward the Comintern.
If you never use spies to raise threat in Russia, but you do raise threat in the Allies you can push even more states toward the Red corner. They'll be really scared of the Axis (because of high threat from war), they'll be somewhat scared of the Allies (because of your generated spy threat), so the net effect will push them toward the Comintern.
In my German game in 1940 America started drifting toward the Comintern because they hated me from my wars and they hated the Allies from my smear campaign.
What would be neat is if the AI could detect this and play off on it. If Russia had used influence on America...it would be super ahistorical but they could have really put some pressure on them.
I think stuff like that is fun, but if you want historical outcomes just balance the threat building and pay attention to the political grid to get your desired outcome.
If you play Axis, once you start a ton of wars your threat will build up so high you'll push most unaligned states away, so use the 3 buildup years to play your political games.
