They can and they do. I just played a game the other day as Manchukuo where Germany conquered the USSR completely, then started a very successful naval invasion of the UK. I ran into a bug with the Japanese surrender that ruined my game, so I don't recall whether I kept playing long enough for the UK to capitulate, but it was only a matter of time.
Wow, thats pretty rare...
Why should the axis and Comitern be able to challenge the RN on the naval front? The Submarine blockade on the UK was less effective than people think it was, and the RN blockade on Germany caused the axis far more harm than the Subs did to the UK.
My point was, in all time-lapses I watched on youtube and games I played, no matter if historical AI on or off, the outcome is always the same - Allies victory, does not matter if It's allies vs Axis or vs commitern or vs both at the same time.