When Vichy collapses it triggers a negative US Entry Action for each Vichy territory that aligns with the Allies. So in 1940 when the number of US chits in the the Ger/Ita pool is low it is more than likely that they will all be removed and the US can no longer declare war on Germany or Italy. Sounds like a bug but if not it seems like a no brainer strategy to install a Vichy government and then shortly violate Vichy territory and collapse the government.
I'm about 99% certain that vichy collapse triggering pro-axis USE effects is a bug. I mean, it's essentially similar to the aligning of a minor because someone from the other side DOWed it, and you don't roll USE for say, the British aligning Poland.