This is a puzzlement for me. My first game, I was Greece in 1936, and I was milking relations with Italy and Germany in hopes of joining the Axis. However, come September 1, 1939, it's just me and Germany sitting around in the Axis, no Italy, Japan, Hungary... nothing. I figured it must be because I annexed Albania (not allied at the time, mind you) and it threw off Italy's AI or something. So I loaded up a new game because without Italy in the Mediterranean I got gangraped, this time as Nationalist Spain, 1937. I beat the Republicans before Christmas, and then just sat there. I did nothing. This time, on September 1, it was Germany and Hungary. No Italy.
So what's the deal? Is it caused by me improving relations and trading with them? If so, that . If it was caused by the game, that harder.