well, one of the reasons we don't do ww1 for aod is that DH already does that... also we would need to have a completely new tech buildup if we went back into the 19th century, so that leaves us with either the interwar period or building on to the cold war... and since no hoi games have gone into the cold war that seemed to be the logical step forward, it would also require the least amount of changes to the game overall and not cause a lot of issues to the main campaign (1936)
now, we will be adding some techs like great war marines and mountaineers, some 1934 aircraft but nothing major in that aspect in order to not cause too much disruption to the play balance
DH doesn't do it well though, which is probably why it's not popular as a scenario. Aside from the questionable mechanics of how the scenarios actually plays through, the biggest problem is the scenario ends early, unlinked to the main campaign, meaning there's no possibility in DH of a WW1-interwar-WW2 playthrough. Even if you did that (which the DH Peace Without Victory mod tried), it'd be very popular, but adding pre-WW1 variety would make it incredible in my opinion by increasing replayability and randomness.
Although no main game has done the Cold War, lots of mods have done it even back in HOI2, and they really highlight the limitations of the base game. Aside from scripted special events for historical wars and standard tech upgrades (with nuclear ships that have long range, air cavalry that moves fast and ignores terrain penalties and better jet planes), there's not much to say about them, they are just the base campaign with different tag setups and starting OOB, but they don't really add anything new or interesting besides nukes, which are also a fairly poorly implemented mechanic in HOI2. There's not really much that a 2 mega alliance campaign can add to a base game with 3 alliances to begin with, which is maybe why the 3 block 'Nazis survive' Cold War variant seems to be modded even more than historical Cold War for these games.
If you really want to do Cold War though, the real challenge with HOI is the way province ownership and land detection work. Past Korea (1953), the conventional WW2 model really breaks down and to take the most popular example, there's no way to do the Vietnam wars, either the French or American one, with any degree of justice because the only tool is randomly scripting X masses of militia divisions to appear in provinces out of thin air every Y months, only to be slaughtered in one giant battle until the next event triggers, which is just an annoying rebel popup and not very fun.
Instead, the closest approximation of guerilla war that would make the Cold War style of warfare viable and interesting in HOI, is kind of the way seazones, destroyers and submarines work and transferring those mechanisms to land.
Destroyers (or any ASW tasked navy units) pass through seazones looking for subs, but sometimes they can be in the same seazone for weeks and never start combat just because the destroyers don't detect the subs. The sub has either a low visibility stat or the destroyer has a low sub detection stat or both factors work together to keep the sub hidden.
If you had rebel groups with an offmap province (to represent the way you can't just take Hanoi and annex the Vietminh as France) and programmed in land detection values for land units like there are for naval vessels, you could have something newer and interesting, say a new division type (guerilla) which is like militia but with low visibility, and another division type with weak combat stats but high land detection (recon/special forces).
You would have standard HOI2 divisions going from province to province on an area-type mission looking for the weaker but low visibility guerilla units, which they rarely find by themselves, and the guerillas can enter and leave combat with little org penalty. Battles would only ever start when the high land detection but weak recon units are used, and they have to hang on long enough in the combat for the regular HOI2 infantry or whatever division to arrive. Assuming all of Vietnam is not 3 provinces large, of course, the conventional force needs space to be spread out, as the guerilla unit can be anywhere.
Since the guerilla units retreat at will, they are never really destroyed and only lose strength while in combat, so the only way the conventional side wins is if they find and grind down the guerillas over repeated battles, while watching their own losses. The guerillas win the longer the war goes on and the larger conventional side losses they cause.
The problem with this though, is that the whole point of the guerilla warfare was about population and not territorial control, and the way province ownership works, only 1 side can control a province at a time, and controlling the province is controlling the population, which means either the guerilla manpower/reinforcements need to be gamey or the conventional side would never really control any province, which would also be weird.
