The problem with using 5 player games as the basis for your arguments is they too often assume weak play. If even one of the Allied players is not very good then it ruins the game. However, if you were to play myself and my friends, you and yours would find it impossible to win with the rules as is because we would work together, and the scenarios you describe with Russia wouldn’t happen. Don’t use inferior play to make assumptions that shouldn’t be made. In fact when we played I usually played Russia and took over as many neutrals as I could while scooping up the undefendable islands in the Pacific like Philly, Borneo, EI, etc. This may hurt the western Allies slightly but it serves the greater good. Further, when Russia is attacked the US always gave all it’s income to Russia for lend lease. If it all got through and Russia picked up a good number of British/American/French territories they could build around 40inf on their first turn at war. Good luck dealing with that!
As for actual strategy it is a good idea for the Brits to concentrate on Scandanavia. Africa only constitutes 9ipcs of their income, Asia 8, Oceania 5. Losing all three would hurt to be sure, but in reality I will trade 1 or 2 regions in order to hold just one. Often this results in Britain pulling out of Asia in order to hold Africa. At the same time if the Brits take Norway, Finland, Sweden, Ireland and Iceland they pick up 8ipcs to make up for the loss of Asia. If Germany concentrates on Africa they will never be able to take Russia and will lose the game. In actuality I’ve never seen the Japs attack the West prior to turn 3 so that gives the Brits time to garrison forces in Scandanavia prior to the Jap attack, and if Russia takes Burma and Sink it could easily be turn 4-5 before Japan takes India. Also, the effect of such moves must be considered and often I found that when the Brits did this it almost always forced the Germans to attack Russia before Germany was really ready to do knowing that if they waited the Russians and Brits would be too well entrenched to ever dig them out.
All in all playing Russia aggressively in Sink and Tsinghai and Britain aggressively in Scandavia/Iberia almost always forced the Germans into war with Russia by turn 3 and Japan into war with the US by turn3 which was way too early for their attacks to be successful, and ultimately they lost.