Axis and Allies is not chess. But there are some concepts that are common to the two, like material versus position. Some games are material and involve a lot of infantry and slow pushes. Some games are positional and involve a lot of tanks or fighters or bombers and industrial complexes going all over the place and killing stuff very quickly.
Targeting West Europe is great for the Allies at the beginning if it can be done conveniently, because it fuels UK’s fleet defense and prevents G2 fighters on Western Europe, which sets the tone for Axis control of Africa.
Major shifts to Western and/or Southern Europe are not what I prefer to do as Allies against a decent Axis player. It’s a material versus position question.