I figured out it was my fault. I always set war goals when playing anyone but Germany, but for some reason thought the Axis leader didn't have to/need to, so I didn't, for any of the wars. Luckily I had saved for some reason about a month before it happened, went back, saw the special war goal for the war against the USSR and added it. Will see how it plays out this time.
I also find that the UK is doing a much better job of keeping the Italians out of the Suez area than before. The Brits took Tobruk in '40 and a stalemate of sorts has settled in down North Africa way. I haven't sent any troops yet, didn't have any to spare from Barbarossa. I also found that after I overran Yugoslavia and helped the Italians initially in Greece, that they got stalled and then pushed back into Albania even though the Greeks were totally on the run. I really regret pulling out my last INF corps there before the job was done, but didn't want any Greek territory for myself and didn't want to wait around too long for the Italians to maneuver enough to get it all. So near the end of '41 I started funneling reinforcements down there until I had enough to help them. I also sent the Romanians down there to help them, which I should have done earlier, because after the Romanians took Odessa, I didn't want them in Russia screwing up the already overburdened supply lines, so I didn't give them any more goals in the USSR, so they pretty much stayed in their own territory.
Another bug to report: When the peace with Russia kicked in, a few provinces in old Poland: Przemysl & Oszmania and 7 more in the Pripet Marshes remained Soviet provinces, in a sea of German provinces. Not sure why as I was the one who took them (I did not invite the Hungarians to join the war and the Slovaks never came to help). All other provinces remained the same. I did not patch or alter any files while playing the game, so not sure why it happened.