With the DLC, you can probably fix the process with Spies, but without it, you are screwed. I just played one game and after a few years, I could only access like 10% of the factories I took. While not entirely realistic, you used to be able to take nations, win the war and get access to new industry you need to improve your military power. I mean, is there a point of annexing anything? I reverted my update because I was just bored of the new resistance mechanics.