The argument that "if you think diplo-annex is OP then just don't do it don't ask paradox to nerf it" is like asking 2 football teams to "not use your hands to carry the ball because its OP". Games exist within a certain set of rules, which is what makes them fun. The most efficient way to get the ball into the other net in football (soccer) is just to pick it up, have the other 10 players surround him in a human wall and run forwards. That would make the game absolutely retarded, however, so arbitrary rules that make the game more difficult, such as you can't use your hands, you can't body-slam tackle, exist to make the game more fun.
The human should also not have to impose on himself house rules, such as no conquering Ming by 1600, much the same way that a football player shouldn't have to impose house rules of 'no carrying the ball' on himself. In practice, even it makes no difference to the outcome of the game, there is a certain psychological disconnect with reality that I'm sure a psychologist will be able to better explain than I do.