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not a bug, just a slight annoyance. This happens because nations will always try to get free land, and the third party in this case grabs the land faster than the two at war. I don't think this will get fixed, since it would require some heavy changes to the core systems

As a programmer i have a solution: don't make the pixel neutral, but in kind of in another state - "Burning" or "Spoilt by war" etc, and allow enemy states take such pixels with armies, but only them.