No, the Allies are the good guys, they cannot invade neutrals.
Germany has to activate Mexico first.
Actually, we could make an exception in this case (Monroe doctrine?)
Another note to this idea: Capitals were rarely centres of industry. Washington, London, Berlin, Rome and Vienna were administrive centres, not that highly industrialized.
In Britain the North, West Midlands and Clydeside were the centres of production.
In France Picardy would be the most heavily industrialized, as would be the Ruhr in Germany.
The Italian north has always been the most productive in machinery, while when Germany annexed the western provinces of Russian under Brest-Litovsk its estimated that they obtained 4 fifths of Russia’s heavy industry, despite not gaining the Moscow or Petrograd regions.
So its hardly realistic for all units to appear in the capitals.