In my mind, I'm always a real nation-state engaged in a life-or-death war, akin to the Wars of the Roses or the Hundred Years War. When I reconquer a lost territory, the citizens rejoice at their liberation (there are probably some anti-collaborator pogroms, too, but there are some things it's better not to ask about). When I'm winning, the newspapers write glowing accounts of bold, decisive thrusts by our glorious troops, and when I'm losing they demand I resign or abdicate. Sometimes my propaganda minister has to encourage the editors to exhort the people to support our last stand so we can at least die with dignity.
This becomes especially fun when the game becomes a long game with no clear advantage to any one. Reminds me of the Great Game of European politics. Then I start wondering how long this war has been going on, anyway. Is a turn a week, a month, a year? Have people been born, lived, and died during this war? How long do you think a turn lasts?