Why not? We've got tons of defensive bonuses, so grab unclaimed areas while they're open and turtle up while we boom our economy and tech.
Why? If they try to attack us on our land, we can just skirmish them to death. We'd need massed warfare if we were doing invasions and trying to take down walls, but... we're not. So why bother?
Where did that happen? If we're obviously so far ahead of them that we're slaughtering them every time they get close, yeah they'll stop trying, but that would be investing a heck of a lot more into a military build up than it would be to just eat the occasional action to fight them off. Exponential growth, my friend. We want to get as much bonuses to our growth rate as we can, up until it start harming our growth due to enemies being able to hurt us.
This right here is exactly why we need to take that province. We want to do more things, and the only way to do that is by increasing our actions per turn. And how do we do that? Adding more provinces.
We have an excellent opportunity to grab the area while everyone else is distracted with the lowlands. It'd be a waste to not take it.