This is loosely comparable to how some real-life medieval monarchies continued to claim titles that they no longer possessed de facto. The kings of England styled themselves "King of France" long after the English had lost all their French territory and any prospect of reclaiming it, and "Lord of Ireland" when they had little practical control of the country. The oddity of the early Targaryen kings laying claim to Dorne is that, unlike English kings who lost territory in Ireland but still claimed it, the Targaryens never conquered Dorne, nor did they have any other real legal claim to it.