I opened my HQ in Réunion, and when I went to expand it says "Your base airports must be located in Réunion or in any area of France." but I can only expand within Réunion? I thought by that description I would be able to expand into any territory controlled by France, or France itself. Am I misunderstanding?
This is bugged (or WAD but not satisfying) since ages.
Réunion is part of France, but for expansion, the game treats it separately. You should be able to expand to mainland France or other French territories, but sometimes it takes a few tries or checking the specific regions allowed. Try looking for a more detailed list of regions or restarting to see if that helps.