Except wars often don't end at the capital. Capital sniping is actually very easy if you know what you are doing, especially with the addition of paratroopers. I have seen wars go on for several days after the capital has fallen without it being 100% in favor of the capital conqueror. Sure, it can be tedious to take every last province, but it would be far more frustrating to suddenly lose, despite still being able to offer significant resistance and possibly even win, simply because your enemy took a fairly arbitrary province.
Honestly, in CoW a war is rarely 100% decided until it's almost over. Every province matters, every unit is an opportunity for a counterattack, every hour is a chance for the enemy to make a terrible mistake. This suggestion would change CoW from a deep strategy game where every war is an opportunity to prove your skills with a legendary comeback to a cheap capital sniping game.
