The capital tends to be the largest city, which means its generally the largest driver of the enemies ability to fight, it’s generally on a major road/water/rail network which can make logistics easier for the invader, it’s the seat of political power which is important to take over/remove if you intend to win by controlling the land or replacing the government. Military command and other important people are also often based in the capital or atleast spend a lot of time there so killing/capturing them can be another important objective. Capital almost always has power, medical facilities, large airports, nearby military bases and other useful stuff for an invading army to capture.
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