The short answer is that Hitler wanted to (re-)integrate these territories into the Reich.
On the side note I guess he had as much justification for that - meaning: right of the stronger one - as there was for a British Governor in India, or you can start thinking about how did the 13 colonies got attacked at Pearl Harbour and the Philippines. Because the last time I checked, those are not exactly native British or American soil either... to put it bluntly, the Hitler gave up colonizing the Third World, because it was already taken, and colonized Eastern Europe instead. On the second side note, it might be a given for us today that Poland and Czechoslovakia are independent nations, but they were part of the Holy Roman Empire and its before that for centuries.
On the longer note, I suggest you read upon a bit on Polish-German-Russian relations between 1920-1939, or Czechoslovakian state policy towards ethnic minorities of the defeated WW1 powers. You might find interesting things. Poland for one attacked both Germany and Russia after WW1 (got beaten back) and was happily participating in the dismemberment of Czechoslovakia. Speaking of the latter, the Slovaks were quite happy to have their independent state instead of being a Czech-run province under a nice common name.