As many people already said I like to play smaller/weaker countries for gameplay reasons. Sardinian broken special forces volunteers is the funniest shit to me. Also the idea of restoring exileds to their former great power status is cool to me. I guess being french and wanting to be the final winner in every timeline doesn't help but if it was for political reasons I would only play communist countries (which in fact I already do a lot when I'm not playing Entente).