Have you been playing Total War?
Capturing a country is not usually the goal of a war. Occupations and annexations are costly and unpopular both with citizens and in international politics. Then you have a rebellious population to deal with. Not to mention a nation will fight back a lot harder when the conflict is existential.
Wars are usually fought for a strategic objective. You think the Russians have too much influence in Syria so you fight or fund a war to put your preferred regime in place and get them to back down.
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