Imagine the military conference, in which the Finnish high command convinces itself that now's the time to stop Japanese influence in the Pacific.
"President Kallio, I have urgent business with you!"
"... General Mannerheim, have you been drinking?"
"No... well yes, but I've also been smoking extensively!"
"Good God! Wha..."
"Now listen to me! While smoking and drinking last night I had a vision that we must defeat the japanese! They're going to amass a major invasion to Russia and eventually becomes a threat to our own country!"
"..."
"They already humiliated Russia back in 1905! They can do it again, especially now that they're training new top secret ninjas to conquer the country! They're also planning to launch another attack from Sweden shortly after and..."
"Fine, enough. Get some sleep right now."
"No, I am not done yet so..."
Two years later in the coast of Japan.
"There's a armed fishing boats sailing towards our coast, emperor Hirohito!"
"No worries, they're only finns. They have probably come to trade some fish and the route from Finland to here is very dangerous, full of polar bears and sharks."
that will solve the problem you will then have a repeat of WW2, for what fun that would be?
My guess would be the variability of the events. While I am not against ahistorical or odd game at all, HoI3 seems to be that minor nations most often go for odd conquests while major nations are bit more passive and reluctant to do anything and often results into weird chain of events where you can see more or less weird things happening, effectively leaning slightly towards that the AI dictates how the game goes rather than the player be the major influence behind that.
AI that does things diffrently or not the same is not a bad thing, but I'd rather see AI Germany or UK or USA do something that would feel bit odd (albeit more realistic due country's industrial and military capabilities) than see Cuba invading half of the world by 1939, or see Mexico launching amphibious assault to Germany etc.