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> Why bother with the Balkans?
Many reasons.
For starters those who have power over others don't really like to give up that power, it really makes sense wanting to get back the influence. Then it is good for Britain's global empire's global economy. Those Balkanite cogs could be placed back in the machine and make it chug on. Germany tore them out from there. Then via the Balkans two strategic resources of the Germans can be attacked, the Romanian oil, and the Hungarian bauxite.
And then for geopolitical reasons. Denying the Soviet their influence growing there, and especially the warm see access, and a springboard for them to interfere with the Mediterranean reserved for the Anglos. Szálasi was right when he pointed out that area's importance in the Anglo world power, and whoever else has a way to stir trouble there, he will be a danger to the Anglo global power. In that system Spain is a bastion against France (since Napoleon this isn't really a problem), Italy against France and Germany, the Balkans against Germany and Russia. At that time Turkey can be considered pacified, and they made sure it became another bastion there (a solid NATO member, since 1952! - with Grease) and is up to this day, cockblocking Russia's aspirations to grow their influence in the Mediterranean and the Middle East.
An action on the Balkans didn't depend on the "want" but on the reason. They lacked the resources, the ability to wage war there, in the hierarchy of importance it fall back in the list, there were more urgent tasks to do and places to be. This is Realpolitik, they could measure what is fantasy and what is reality, and they knew what to let go.
In the context of Szálasi's work we can see already that he looked for possible decisive battles to take place, how to defeat quick an opponent, how and where to maximize the damage and minimize the losses. He reasoned the enemy looks at the situation similarly. But the enemy did not bother with such silly notions, it was fine to let the grinder go on, was fine with tiring out Germany, just weighing on her more and more, instead of ending the struggle decisively, quickly. I think I finish this chapter today, and in the next chapter we'll see another example of what I just described.