As the US, unless you've changed your ideology to fascist or communist, you don't conquer anything, you just liberate. So if you invade German occupied France, all that land will go back to France. The exception being invading a fascist or communist country. However, if you push into Germany proper from that French territory you liberated, it will go to France.
I feel your pain. I played a game as the US and liberated all of Europe, past Moscow. The only things I got to keep was Spain and Eastern Germany.
Yeah that's been a thing since HOI 1. Very annoying. France does really well for being occupied for a short while. Good investment. ;-)