@tchenao That rule does not apply to the Danish strait. Unless the Allies can hold Denmark for a complete turn, Russia can never have its Baltic sub break into the Atlantic.
The full clarification of the rule is on page 9 of the Europe 2nd edition rules:
"In order to control a canal or narrow strait, you must control its controlling land territory or territories. They are as follows:
Canal/Narrow Straits - Controlling Territories
Suez Canal - Egypt and Trans-Jordan
Panama Canal - Central America
Turkish Straits - Turkey
Strait of Gibraltar - Gibraltar
Danish Straits - Denmark
If there is only one controlling territory, the power that controls it controls the canal or strait. If there are two controlling territories, the side that controls both of them controls the canal or strait. If one side controls one territory and the other controls the other, the canal or strait is closed to all sea units. Turkey begins the game as a neutral territory, so neither side may move through the Turkish Straits until Turkey is captured.
Exception: Submarines of any power may pass through the Strait of Gibraltar regardless of which power controls it."
You are quoting the stated exception listed on the same page.
Marsh