Like other posters have said, they do give some flavor, but most of them just make the game try to follow the track of the actual war. Say for instance, the 'Russian Winter' NA for the Soviet Union. Needless to say when playing Germany, it left me in the cold.
Marines are also not a national advantage, several countries had marine/amphibious assault units. Or partisans, several countries resistanced and conducted sabotage operations, not just people in Soviet territories.
So yeah, adds flavor, but opens up a can of worms too.