No annexation of conquered nations?

[Vindahl]

Hi, I noticed in my game, in the scenario where the Targarians invade Westeros, that when they defeat an enemy kingdom which they fight, the kingdom shortly, a day or two, becomes part of Westeros. But after those days they break free and are broken up again in smaller duchies and counts. Then the King vassalize some of them, and defeat others, and then everything is back to normal. Is that normal?
I noticed it on two seperate wars - the score reached 100% for some time, so they were not distracted by other things. But I wonder, cause it seems a little strange...
It is the 1.0 version I play...

 

[Wandering Sentinel]

Were the Targarians at war with someone? For some reason the dev team decided that when the holder of the Iron Throne enters a war with someone, all the Lord Paramounts (the king-tier vassals) become independent for the duration of the war and can decide to either join the IT with their own armies or remain neutral. If they remain neutral, any duchies or counties in their territory can choose to join the IT in the war and become independent for the duration. When the war ends, each of them is annexed again after up to a month in a somewhat random order and everyone is put back under the same lieges that they had prior to the war. If any of them are involved in another war, however, they don't return to Westeros until the war ends.