It seems to me that the advanced units help the allies much more than the axis.
The Russian tank is in combat on the first turn. The British destroyer allows delaying the destroyer tech for a while, its very high impact because often you just need 1 anti sub unit. The American bomber can single-handedly destroy a lot of buildings. USA or UK would have to research several techs to get a unit which could reach as far into Europe
Meanwhile Japan's artillery is pretty bland, its just a slightly stronger artillery. Italy's is cool, but its not that different from him just having a tank. Germany's is probably the best among the Axis (and probably my favorite advanced unit choice), but it just doesn't fight as often as Russia's tank or USA's bomber do.
Obviously adding trains will shake up balance, so that isn't an issue. Just an observation