None of them knows when it started – even China has vague memories of a long-gone nation conquering him in the usual not-quite-apologetic manner. All of them try to be decent about it when their bosses annex someone new: it's not like they can tell the boss to give the nation back.
And, well... it does help.
Their bodies might be more or less human, but they don't react quite the same way, and being annexed by a victorious nation, while not something to look forward to, isn't exactly the traumatic experience a human experiencing the equivalent would suffer.
Prussia disagrees, but then, Prussia was once a religious order, complete with a vow of celibacy that he's spent centuries pretending he doesn't still keep. He's also one of the few who's never claimed conquest rights over another nation.
Not that anyone realizes this: for all of them being claimed also means being desirable – except perhaps Prussia who is frankly, strange – being desired. Wanted. Even Switzerland, the eternally neutral, knows the urge to dominate that all of them battle in their own way.
They don't talk about it. Nations prefer not to remember being conquered, and they really don't want their bosses trying to get them counseling for the PTSD the bosses would insist they must be suffering. They might have PTSD, but they don't deal with their lives in a human way, and they'd just freak out a counselor, which would be unforgivable: the one thing all the nations agree on is that they would do anything, suffer anything, to spare their people.
It's probably how this started – a defeated nation offering himself up in place of the orgy of rape and slaughter victorious armies usually inflicted. Rituals grew up after that because all of them knew that things change and last century's empire becomes this century's client state, so they'd eventually be on the receiving end no matter how strong they were.
That's Prussia's theory, anyway, although he's mostly an observer these days. He likes to amuse himself with research into how nations work when he's not playing the fool or – rarely – letting hints of his old disciplined military slip out to terrorize the rest of them. He's picked up a lot from drinking rice wine with China and just reminiscing about old times, from helping Mongolia build yurts and letting the other nation ramble on about the old days when he'd been the unstoppable Hordes.
There's information in his diaries, too, that only he can read – not least because his "I was awesome" and fulsome self-praise was and is actually an odd kind of personal code that hides the truth.
Prussia likes knowing things the others don't know. It amuses him when talk turns to his old conquests and nobody will admit that once the fighting was done he never laid a hand on them. That it shames them to think that he didn't find them desirable enough to seal the conquest.
They don't know he once vowed on his full name at the time – not knowing what it meant, only that this was something important, that he never wanted to break this promise to himself – that he would never do that to anyone, ever. Small he may have been at the time, but with the loss of Acre still branded on his body and hurting inside from Mamluk taking conquest rights from a body too young for the act, he knew what had been done to him was wrong. He didn't learn until much later that grown nations thought it normal.
He's never going to tell them. He'd rather they think him a monster than pity him. Sometimes, he's not sure who the monsters really are.