America, naive as always, asks Prussia why he's still alive. Prussia, with a feral smirk, tells him. It's not that he's now East Germany, has great will power, or his pure awesome-ness. It's because he still an active personification - no, it's not New Prussia, Canada, either. [Semi-historical.]
America just wanted to play a video game in which he was the hero. He didn't want to literally be in one. The characters weren't suppose to develop consciousness, either.