Cannot liberate

[davidis.ca]

I was playing a continents game and after a series of wars i have the south half of the island with Egypt and Babylon (my vassals) working as buffer zones between me and Charmelange with his vassal Ragnar (Holy Romans attacked me while we whee friendly btw ) anyway after the miserable betrayal i attacked and took 2 of cities that where originally Egyptian and i could not liberate them to my vassal any possible reasons?
P.S Needless to say holy roman empire is now a puny vassal of mine

 

[killmeplease]

If there is much of holy roman culture in these cities, egyptains will not to count them as egyptain cities.