Personally, I think it would be a very good idea, but only in Historic World War, Blitzkrieg, HWW All Countries: All in & Endgame:1944. However, it wouldn't be a good idea as it would threaten the balance of the game in rounds where everyone starts the game equally like in World At War, Europe: Clash of Nations, etc.
But, yeah in the imbalanced rounds, it gets very annoying when people leave and the game becomes less interesting, it would be really nice if new people can join overtaking the AI nations.
Well, that's just my opinion, nothing more.