So the "smart" thing to do if you're going for Christian Shimazu is not capture that province until you've started building your own in Satsuma. Also I think you should build Nanban Quarter to that eastern central province because then the conversion bonus would affect 5/8 of Kyushu. Also better for naval recruitment, closer to action.
There are plenty of reasons not to convert, one being much easier campaign and second is that if you're like me, you're sick of guns after paying for ETW and NTW. Not cannons though, cannons are always cool.
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