Because this isn't Risk. They don't care about capturing all territory within a state's borders, they care about a defensible border position. It's strategic.
The same reason the Himalayas are the border between China and India, the swiss and Italians border in the alps, the US and mexico border along the Rio Grande, and the Arab countries have foggy borders. It's the reason you see ethnic groups bounded by geographic artifacts. You want a natural barrier as a defense. You expand or contract to an easier to defend position. You'll note nations with artificial borders such as latitude lines are at peace with one another, and ones that aren't, such as several African nations who's borders were decided by the French and English are in constant strife and flux.
