This is going to be a short answer due to limited time on my part, but your feelings on this are mostly correct.

Modern maps have a tendency to present “France” “Spain” and the like as single territories, much like a modern state, while at the same time highlighting the internal divisions of the HRE. Of course, there were significant internal divisions within polities that get shown as single entities on a map. Spain for example was a personal union of the Crowns of Castille and Aragón, which were each themselves composite monarchies, but they get to be painted as one entity.

In the 17th century, modern bureaucracies did not yet exist. A leader’s power rested heavily on their ability to compel their Estates (local nobility and power brokers) to perform the actual work of enforcing laws and collecting taxes. This meant that in almost every polity at the time government is de-centralised, and the local estates that can actually perform the work of governing the realm can wield outsized power when compared to a provincial leader today. This would be true nearly everywhere in medieval and early modern Europe.

Of course you can’t give a precise answer to the question as it’s dependent on so much else. Should Burgundy be depicted as part of France, because the Dukes of Burgundy were French vassals? Should we depict all the Austrian Habsburg possessions as one entity? Should Spain be presented as one kingdom or several? In many ways, this is an issue of trying to project the modern concept of states and nations into an era that predates them. Suffice it to say that the way medieval and early modern monarchs governed their territories is not conducive to lumping all the territories that theoretically swore allegiance to them as one entity and calling it a day.