I think we are looking with rather Anglo-centric eyes.
There wasn't much happening in western Europe till D-Day or so (at least in terms of who was in charge of territory) - the war was mostly being fought round the Med, in northern Africa and the Balkans and so on (and the far East, but that's not so relevant here, other than it meant fewer Allied forces spare to fight in Europe/Africa.) Still, even if there wasn't so much action in France and so on, at least from a British perspective, it was still war, not peace, and there needed to be a military presence to maintain the German gains. It was a cushy posting compared with the eastern front (although possibly not quite like Allo, Allo...)
In 1939, the USSR was allied with the axis powers, but changed in 1941. I suppose until then, there didn't need to be a distinction between eastern and western fronts in a European sense, but I am speculating a bit, as I don't know what language the Germans were using for it all at the time, and need to think about lunch and then spring-cleaning the bedroom, so I should resist the urge to procrastinate by looking it up.
(Haven't seen Band of Brothers.)