If you have two large countries of fairly equal size and power they might not want to go to war against each other. They might not win a large scale war and even if they win it will take a lot of resources and lives. So you end up with two countries trying to find other ways of hurting each other then a direct war.
They might find a smaller war to support in order to do this. It might be a civil war or a war between two minor countries. By supporting one side they can secure support in the future which will make the winning large country a bit stronger and the losing large country a bit weaker. So both countries end up providing equipment, ammunition, technology, intelligence or even soldiers to their side in the war. The two large countries are essentially fighting a war with each other but instead of a direct war it is a smaller proxy war.
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