Allied objectives don't do what most players think they do.
If you set an allied objective in an enemy state, that state will be considered adjacent to the state getting the objective. This is why France does not react to an objective in Hamburg, as France already borders Germany.
Bordering (by real border or by allied objective) means the AI will take the enemy into account. It doesn't necessarily try to do anything, as it not might have the troops to spare. The AI might also judge that the risks are to high and the gains to small. This would be why France does not try to cross the Rhine, even if UK creates a diversion in northern Germany.
- However, the feature is still a bit wonky. I think that if you set an objective for one ally, it will be treated as an objective for all allies.
Copied from a forum post.