That's strange. I'm sure I've seen this happen (minors annexed as separate peace). An example from a recent game:
My alliance:
Austria (me, leader, i declare war on Turkey)
Hungary
Saxony
Wurtemberg
Moldavia
Opposing alliance:
Turkey
Georgia
In the first months of the war, the turks took moldavia and annexed it. Since I declared war on the Turks, this must be considered a separate peace. Am I correct?
I've found this kind of situation rather annoying on several occasions. Another example: I'm playing Russia, allied with Bohemia and Prussia (which is a one-province minor at the time). Whenever I declared war on the poles, or anyone else in the vicinity of Prussia, I had to race troops to Prussia to avoid it being annexed. This was rather annoying
