You're right, not everything needs to be balanced. But if you want to stop a snowballing faction with an outside invasion mechanic, have it actually work in practice and not lead to the exact same situation with a different colored snowball, it does need to be balanced. And in most games with invasion mechanics (TW, CK2, Stellaris), they are meant as a late-game challenge to force players to not **** around with turtle strategies that endlessly amass power in a safe manner. They aren't designed to check a single faction's power.
At any rate, people on this forum complained about feeling railroaded by the campaign structure of the game. If you don't like the six major factions being balanced against one another, take it up with the people who complain about fighting a massive Khuzait horde every single playthrough.
As for the rest: a sandbox WW2 game? When you say "sandbox" what do you mean exactly?