I just finished playing against the Russian AI in the 41-45 Campaign with Normal difficulty settings. I achieved a Decisive Axis victory on 7/1/43. I captured Leningrad in 41. Moscow, Rostov and then Stalingrad in 42. I didn't find the AI particularly challenging. I was surprised how meek it was during the 41 Winter but that could have been to the massive encirclements that I conducted earlier in 41. I actually hunkered down that first winter expecting the worst, but the great winter counterattacks never came.
The Soviet AI liked to concentrate between Moscow and Leningrad and somewhat near Stalingrad, but there were too many holes elsewhere. That was the key. Breakthrough where he was weakest and just roll up the line. I used all 4 Panzer Armies working together for exploitation. The infantry armies to hold the line, initiate a breakthrough and hold the breakthrough corridors. Surrounded Soviet units did try to form moving pockets but it was a weak effort. The Axis allies came in handy for security and holding the southern part of the line between Stalingrad and Rostov, which the Soviet AI pratically abandoned during the Winter of 42, all of which made extending into the Trans-Caucasus region a cakewalk for the axis allies (in cooperation with 2 of the Panzer armies). All in all, the enormous Soviet losses finally took their toll as they couldn't defend everywhere, all the time.
I noticed if I did a breakthrough and deep exploitation across a key river line or to a key city objective, the Soviet AI was more likely to fall back to a new line. When Leningrad fell in 41, the AI just hunkered down in the marshlands and forests to the east. There were random counterattacks but nothing that came off as a major counter-offensive. When Moscow fell on early 42, the AI didn't seem to want it back. When Rostov and Stalingrad were overrun in late 42, there was no real effort to reclaim them. The AI may have been substantially weakened by those early losses in 41, but in general it seemed to lack the ability to form and execute a cohesive counterattack along any portion of the line.