on the fighting screen, check the "How to Win this War" tab. It'll show you where the points are distributed. Is it possible you are bombing targets that have already contributed their maximum point value towards the war index damage? Have you painted for occupy country points?
There used to be some countries in the game that you could not reduce to a 0 War Index, even maximizing all possible categories of war damage. I'm unaware if they are still in the game at those values, but the point value remaining seems a bit too high to be one of those. Those were mostly rounding errors left over from drawing the map.