I posted this on the Reddit to get people's opinions, but this works too.
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Allowing you to move through your puppet's land to invade another nation. (ie. if your nation is Russia and you've made Kazakhstan a puppet, you should be able to invade Kyrgyzstan.)
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I think there should be some sort of air strike or air bombing mechanism in the game. I think it should be able to damage infrastructure (decrease the economy and population in the selected area, etc..). I really want some form of ariel combat or SRBM's or something since nukes are overkill.
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I think naval combat should be added too. I'm not too sure about this one but thought I'd point it out. I think there should also be some sort of blockade/sanction feature.