Its one thing to increase the output of an industrial zone, quite another to build one from scratch. Even in the case of the USSR, the new factories established in the east were built largely from industrial base evacuated from western Russia. It would be authentic to allow the Soviets to transport a factory from say Ukraine to the Urals, but this would be very much the exception.
Major war materials were all built in home countries - it was more efficient for America to build tanks in Detroit and ship them overseas than to set up factories in Morocco or Norway.