Just see the game notes for the TripleA map of Global 1940 2nd Edition.
There it says:
…(PE) You are not allowed to blitz or move any units through Friendly Neutrals, including the same turn they are captured, unless they have been previously attacked.
Below is a list of rules that the TripleA game engine either does not enforce, or enforces incorrectly, at this point. Each item starts with a code in parentheses that represents how you may fix or correct the rule.
(PE) = Player Enforced = You must be aware of the rule and must follow it. The engine will not stop you from breaking the rule.
Rules specific to 1940 the engine does not do, but you must follow:
So it is true, TripleA “allows” your move, but players have to be aware that it is against the rules (and for this drop it).