Simply put: there's a huge difference between being outright conquered, occupied, and subject to the control of a puppet regime (like Poland, Ukraine, Greece), and the local regime proactively deciding to form an alliance (as did the governments of Hungary, Finland, and Romania). Even if that decision was made under a considerable degree of duress.

That's just the basic storyline of the war. And it's all I have time for. But trust me, just take another look at the basic event chronology and you'll easily see why.