I dont see a problem here. Synthetic oil definatly is NOT a alternative for natural oil reserves or imported oil, it is just a addition or if things go south a desperate reserve. It isnt feasable, if even possible to build that many synthetic plants, since they are extremely expensive and you can only build limited amount in each state, especially early on you are limited to 1 per state. I cant see how germany or japan could ever produce enough synthetic oil and rubber in the game to be completly independent from outside sources. Overall, that was (and is in the game) the reason why germany and japan seeked expansion in the first place, to become independent from other nations and to be self sufficient.
So none of this is remotely true.
Using coal feed stock is no more difficult than building a cracking plant and distilling out your desired fuels. However, and this is the big difference, synthetic fuel production is very energy intensive and only produces narrow cut fuel.
You're confusing the why we don't do something in peace time to why something cannot be done.
Germany had the energy reserves in mass abundance, but building up the refining capacity or the equally industrially demanding synthetic production facilities was out side it's industrial capacity in the time frame allotted.
Germany's fuel problems wouldn't have been suddenly eliminated if you gave them an infinite crude oil pipe in Berlin. Infrastructure takes time, lots of time to build out.
As to synthetic rubber, it's generally cheaper than natural rubber, and has been that way since approximately 1925. That's why most of the rubber produced in the world is synthetic.
So no, Germany nor Japan should be fuel/oil independent in the games time frame from synthetic fuel plants since they shouldn't have enough time and industry to build that capacity. Capturing territory also captures the infrastructure there to utilise the resources.
Synthetic rubber should be non trivial, but as the USA demonstrated very reasonable for any modern economy (major) in a couple of years. And remember, given their industrial output their rubber demand was super high yet was all locally satisfied by about 4 plants.