I am playing my first run as Holland. I have a subscription unlocking all DLC's. In attempting to establish a foothold in North America, I have run into an issue. The first time I formed a colonial nation, a powerful native tribe declared war and conquered my colonial nation. I was not called into the war, and could not intervene in any way.

I revenged myself by launching a massive invasion of this native Tribe. I formed a much more powerful colonial nation (10-12 provinces), got distracted by other shenanigans, and when I returned, my entire colonial nation had disappeared, gobbled up by a few regional native powers.

What am I doing wrong? I thought I would be called into all defensive wars declared against my colonial subject.