With the LC gambit it was almost expected that France was going to do that in real life. With Spain, in regards to the difference to Ireland, Spain is on the continent. Also, the Allies sacking of Ireland and/or LC would not have been as impresive as the sacking of Spain. If Ireland and/or the LC countries get overrun by the allies, oh well. If Spain does it may be enough to raise the eyebrows of some, if not all, of the axis minors.
Finland on the other hand had recently fought a war with the USSR and wanted revenge. They should join no matter what happens (as long as germany is at war with the USSR). As for Bulgaria, Romania, and Hungary I don't have an expalnation as to why only Bulgaria would join.