@FranceNeedsMorePower
The issue is if you do that there’s not enough frosting for the Pacific cake.
ANZAC going off into Europe means there’s less resources for the Pacific, which means that Japan has a better chance of winning.
As everyone else has said, it’s far more efficient for ANZAC to concentrate on the Pacific.
If you want more power in Europe, just have the US spend more money in the Atlantic. As a bonus they can cooperate with all the other American units that are likely to be in North Africa or Europe anyway.
Meanwhile, ANZAC sticking to the Pacific means shorter supply lines which means they can reinforce their troops more easily (without the cost of building more facilities). This is especially helpful to defend their capital.