I have EU4 without most of the DLC (if specifics are important, I'll check them and update the question). For as long as I can remember, I had a mechanism in place that I cannot grasp.
In my wars, when I siege and conquer other provinces, the color of the province changes from its original color to its color with diagonal stripes in my color, as to indicate that I'm currently holding it.
Now, I can remember this happening many times, it sometimes happens that one of the conquered provinces suddenly changes the color, from striped with my color to only my color. From this point on, the province seems to belong to me: Clicking on it allows me to build and/or change anything that I would normally be able to on my own provinces. The tooltip shows my name (as in "Province" "My empire's name"), just as all other provinces owned by me do.
However: The province still exists as an entity. It appears in the country list, it has a value representing how much it likes/dislikes me, and vice versa. It makes requests of me, offers me a royal marriage and the like.
I can say that when I had the problem yesterday, there were no other parties on my side involved in the war, so it cannot have been a partner peacing out.
Can anybody identify this problem? Is this a game mechanism that I'm not aware of? I watched some videos of people playing EU4, and have never seen that happening to any of them (Quill, Shen, Arumba).