They belong to no-one, exactly.
a) it looks better
b) it helps the AI a lot, because it forces it to understand that Rohan and Gondor don't share borders (except in Anorien), so it can make better decisions, both diplomacy-wise and targeting-wise. The parts that belong to those provinces are the tiles that are inaccessible anyway.
c) Those regions are inaccessible, Dwarves can't reclaim "Misty Mountains", though certain parts of the mountains are 'claimable'.
Entwash estuary belongs to Anorien, map-wise (it's inaccessible anyway, due to the river). Nindalf and Dead Marshes are separate. And yes, same as above, they are inaccessible and without a settlement (at least one that the player can interact with). That's also the case with Fangorn, Forodwaith, Ephel Duath, Ered Lithui.