Did you add any war goals? If not then you would not get anything when they surrender.
It was FINLAND that surrendered to Soviet Union, not to me Germany.
Progression:
1. Soviet Union at war with Finland.
2. Soviet Union also declares war on Germany (me).
3. I scramble and regroup my forces and take several dozen Soviet Provinces, even past Moscow.
4. Finland negotiates peace with the Soviet Union and gives them a few provinces.
5. Soviet Union instantly gets back all provinces that I captured and my units are now stuck deep in country making their way back to Germany.
The only war goal added was to conquer Soviet Union. So I was surprised when this happened suddenly. I expected a long campaign.