Stalingrad was a major industrial center, a crossing point on the Volga, and a population center, all of which made it necessary to take. If the Germans had left Stalingrad unoccupied and drove on into the Caucuses, their flank would have been open to a Soviet counterattack, to say nothing of the tanks and guns that would have continued to roll out of Stalingrad's factories.

Pearl Harbor was important almost solely due to location. It was a major US naval base in the middle of the Pacific Ocean, at which the bulk of the US Pacific Fleet had been concentrated. Same idea; the Japanese couldn't advance into southeast Asia with an intact and fully capable American fleet in prime position to intercept them.

The location of the Maginot Line would have been defended even if it had never been built. You can't very well not garrison the German/French border if you're in a war with Germany. But anyway, it's not like the entirety of the French Army was sitting in forts with their thumbs up their asses; their best troops were suckered into Holland, then cut off from the troops holding the Maginot Line when German Army Group A drove through the Ardennes, across the Meuse, and to the sea.

There are any numbers of reasons why an area or a feature would be considered strategic. There's really no formula for it, other than to say "holding X enables me to do Y; conversely, taking V prevents my enemy from doing Z to me."

Atleast in pre industrial times but even up to WW1 a fortress/castle or walled City would usually act as either a force multiplier, sort of Roadblock for the attacker or safe haven for the troops stationed inside. Often it was just not feasible to leave an intact fortress in your back since that would leave the Garrison able to cut your flow of supplies, harass you or in the case of costal forts put you under fire with its guns and thus often defend its associated Cities from Naval invasion (See Fort Wagner and Charleston Harbour during the Civil War).

Thus a fortress and City under your own or the enemies control could either be a great help since it would offer shelter during winter and harsh weather, be a jumping off point where supplies could be pooled for the next campaigning season or severly slow down an enemys advance by requiring troops or naval assets to siege it into submission.

A fortress would also usually control the land around it and in times of war act as an Arsenal/Prison or administrative center.

Why Switzerland was ignored:

You could compare Switzerland with the Netherlands, Belgium or Denmark. All four of them declared their neutrallity when the war began, but all four of them could be of stragetic importance for the Germans:

The conquest of Belgium was decisive for conquering France (ignoring the Maginot Line)

The Dutch Harbours were crucial for the war against the British

The Danes controlled the entrance to the Baltic

And the Swiss is an important crossroad for traveling through the Alpes.

Still the Swiss were the only one spared probably because of an easy cost benefit equastion. The Swiss were the only one of these 4 with a well trained and supplied army in a countryside difficult to conquer in contrast to the Low Countries and Denmark. Besides the Germans already had acces to Italy through Austria and having a neutral neighbour when you're in war can be just as useful as an ally

Geography is usually what makes a place strategically important in war.

Look at the American revolution as an example.

Cities were not generally strategically important in this war. The British proved able to capture any coastal American city they wanted to (and all of America's cities were coastal at the time).
They did occupy most of them at one point or another during the war. (They only had the resources to occupy about three cities at once, but at different points in the war they occupied Boston, Newport, New York, Philadelphia, Charleston and Savannah.)

America, however, during the revolution, was a rural country. Cities were not that important as economic or industrial centers. The American war effort shrugged off the loss of the countries largest cities.

The most strategic locations in the Revolution were the forts of Ticonderoga, Crown Point, West Point, and the city of Quebec. These were all important because they defended the strategic Hudson River corridor between Canada and New York, which if occupied by the British would cut the colonies in two.

The Americans seized Forts Ticonderoga and Crown Point from the British by surprise attack early in the Revolution, which cleared the way for an American attack against Canada, which failed outside the walls of Quebec, which allowed the British to then attack south from Canada and recapture Ticonderoga and Crown Point. This British advance was supposed to meet up with another British force advancing north from New York City, but this force did not capture the fort at West Point (didn't even try very hard), allowing the American victory at Saratoga which defeated the British advance from Canada. The British tried again to capture West Point by encouraging Benedict Arnold's treason (he was trying to hand over West Point to the British) but the plot was discovered and prevented by the Americans.

British capture of the Hudson corridor was their best chance (at least after Washington got canny enough to never give them a crack at defeating the Continental army in a single battle - which he almost let them do during the defense of New York) at achieving a favorable outcome after the Colonies revolted, but they were unable to achieve it. Despite at one time holding three of the four strategic fortresses defending the corridor, their failure to capture West Point at the same time was critical.

Forts which defended critical geographic features, in this case rivers (Hudson and St Lawrence) and portages (between the Hudson and the St. Lawrence) were the strategically important positions. As Britain controlled the seas, if they could establish control of navigable rivers they could penetrate deep into the American interior and divide the colonies. The Revolutionaries had to defend these strategic waterways.

Supply routes and counter attack routes are major considerations. If an enemy strong point can deny you freedom of maneuver (For example, garrison and provide a fall back point for forces to harass you advance and supply routes) Then it's going to be a priority for attack to reduce its ability to provide those advantages. A good example would be an airfield, if you ignore a heavily defended airfield that's within range of your landing forces/Navy/ground forces it's aircraft are going annihilate you and make it impossible to maneuver outside of the protection of your own planes/SAM/AA without the aircraft harassing your forces and inflicting casualties and equipment losses. Before being able to move you would need to prevent planes from launching by either A. If you have a superior airforce, by attacking the airfield by air and destroying the enemy aircraft and structures or B. If you do not, by mortaring the runways and hangers.

Essentially, any area that threatens your flanks needs to be taken or the threat reduced.