Yeah, the larger a countries economy = the more control points they have = its harder to take them over to a degree.
There are technologies you can unlock that do allow you to unify nations togther into one larger supra-nation, an example is that you can form the "African Union" by unifying the different nations of Africa into one country, this centralizes the economy and can somewhat compensate for the poor economies of those nations in general.
Virtually every region of the world has some kind of supra-nation that can be created. There's no 'one world nation' so the closest you get is one super nation per continent. I think the floor for minimum nations you can get is>United States of North America>South American Union>European Union (Or alt Eurasian Union for a Russian led version)>Pan-Asian Cooperative>African Union>India
There are a lot of other alternative nation-states that can form that don't have as large territorial claims which could help if you can't get all the nations in a bloc together, such as 'The Caliphite (middle east), or the South-East Asia Union.
I don't know how the math works but more educated/advance countries like Germany, China, USA, UK, etc, etc take more effort to take control off than poorer countries.
The top 4 difficulty nations to take over would be USA >>>>>>>> China > India > Russia.
Its pretty common to see the USA spends years in game being left alone as its incredibly hard to take it over.
That's another balance issue is that the USA is pretty overpowered once you've taken control of it, I think the devs are still trying to figure out how to deal with that.