Nations aren't portrayed as necessarily agreeing with their government, but they are bound to comply with their requests and follow their political direction as long as they're in charge.
This is shown for instance with Russia clearly being conflicted in that strip where he's implied to have been forced to shoot his own protesting people in the failed demonstration march of Bloody Sunday in 1905, which irl was sedated by the Imperial Guard.
Himaruya's note under this strip («The part of Russian history where things get scary.») also gives a hint of the fact that this is the period where Ivan completely lost his sanity, pressed between his duty to follow orders, his incapability to handle it all and his pure wish to just witness a world where people simply got along with no need to resort to such harsh means.
Similarly, Germany mentions once that he thinks his boss (Hitler, at the time) is crazy, though I can't find the strip right now sorry </3
He also doesn't want to annex Austria and needs to be reminded rather menacingly that it's an order before he sucks it up and does as requested. This implies that they really cannot disobey regardless of the opinion they have within their mind and heart ... Which is, honestly, a good metaphor of what living under a dictatorship is like, because no leader ever had 100% of consensus, but aside from "quiet/soft acts of disobedience" (basically, when you do just the strict necessary not to face consequences, or disobey in ways that do not have a very severe cost), it is hard to rebel until enough people can organize efficiently to offer a real web of Resistence and ultimately overthrow the government. Even moreso under dictatorship where propaganda's role is to mass-produce its "perfect citizen" by brainwashing new generations from a very young age.
A lighter example can be found, for instance, between Austria and Maria Theresa in the 'Maria Theresa and the Seven Years' War' strip, where Maria Theresa pretty much forces Austria to send an alliance request to France despite knowing Roderich and Francis aren't personally on good terms:
Her coercion is even more evident in the redrawn version printed in Volume 4, where she tells Hungary to restrain him while she sends the letter (which, as France implies in the webcomic version, is pretty much a request for a love affair in terms of Personification relationships):
Another example can be found with America and the story of how he meets Tony in 'Assault☆The neighbor’s Roswell Incident' (I think this was actually rendered very well, even moreso than in the manga, in EP66 of the anime):
While knowing in his heart that Tony is an alien, America is forced to lie about and ignore his friend's real identity because that's what his boss told him to do.
It goes to an extent where Alfred basically never aknowledges Tony as anything other than a friend, even when they're alone, and it results in this surreal situation where America seems unaware that he's living with an alien.
I don't think it's too unlikely for Russia to have sometimes had duties in common with the KGB, especially in terms of espionage, because espionage (as in "check on this other Personification in secret") is something Personifications have canonically been shown to do for their government, for instance France, England, Italy, Germany and Prussia.
However, whatever they had to do has nothing to do with what they felt was right or wrong, at least that's the idea most of canon seems to support.
I think Personifications are necessarily very desensitized to human matters because otherwise they'd really go crazy with all the political changes and war crimes they had to witness throughout the centuries.
Canon also seems to imply that Personifications mostly (though not always, as that Bloody Sunday strip shows) deal with fellow Personifications rather than humans, both in peace and in war, which in my opinion might also be a sort of coping mechanism they have to deal with their semi-immortal existence full of harshness and obligations they cannot escape from.
In war, they also seem to focus on the battlefield and military-on-military/government-on-government (and, above it all, Personification-on-Personification) matters rather than other aspects of it.
So in this sense, I honestly do not think Germany or any other Personification ever had a direct involvement in things like mass-killings and genocides, which wouldn't take away the inner conflicts (and while Hima understandably and rightfully avoids this topic for the most part, he did show that Ludwig was not Nazi in an ideological sense) they definitely had, but makes them far less involved than some people seem to believe.
Talking about less extreme matters, it seems that Personifications do not have the right to vote, nor seem particularly interested in politics ... And that makes sense, considering they're centuries old, they've seen it all and regardless of who's in charge, their role and duty never ever changes, so it's best to be desensitized to it to cope with their position as vessels.
I think, while they probably have a preference (see for instance how there's a strip where Italy mentions he was rooting for a specific polician in Rome elections and it's implied he did just because he thought she looked cute), they seem to take it all much more lightly than many fans assume.
I think their personality in Hetalia tends to be more consistent to their own character rather than changing depending on political climate, and this is actually what, in my opinion, makes Hetalia so much better than other Country-based shows such as Polandball or Countryhumans.
Hetalia characters are people of their own, with their own feelings and personality that doesn't always match with a stereotype or the majority of their people (see how Erzsébet is head over heels for Roderich despite many fans lamenting this isn't "accurate" to irl Austria-Hungary history), but despite this they are cursed with having to serve any government's orders as long as vox populi doesn't remove it and replaces it with another.
A Personification is never truly free as long as they're alive and immortal.
titsay
turnnoffyourmind
gamechangershow
s-u-f-j-a-n-s-t-e-v-e-n-s
germansingergirl
romaincrisis
