Who said anything about leaving a province ON MY BORDERS? If I leave that province I like to have it as far as possible from my lands. Even better, when it is surrounded by other factions. Why I don't take all the provinces of a destroyed faction: the faction is likely to reemerge and I will have to wipe it out time after time (probably confronting every time ever growing number of troops). But if I leave it rebel, the reemerging faction appears with a smaller number of troops, sucks in the rebel forces (or has to fight them, if I'm lucky), sooner or later attacks my lands (if they are close), gets repulsed and stays quiet ever after. So I see it as a choice between fighting a battle once and fighting recurrent battles every now and then.
As for the experience you shared, I envy you. In all the campaigns I played I NEVER had any loyalist rebellions that would support my faction (but I had plenty of them the other way around). I have two possible explanations to that:
1. Being greedy I hang on to the provinces I own tooth and nail, so I must be VERY hard pressed to leave it. Thus, never relinquishing a province I never get loyalist rebellions.
2. I play on expert and perhaps the AI does not allow such things on that difficulty.
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