My full 1939 campaign as Allies suddenly ended 28 September 1942 with an Axis Major Victory, while my situation in Egypt stabilized and the U.S. was shipping it's Armies to occupy Algeria. I left the USSR to the AI. Leningrad and Stalingrad were swept clear by Germany and occupied with limited resistance. Only at Moscow, the USSR AI did offer some resistance. The game ended when Moscow was occupied by the Axis (err, it was, of all things, an Italian Tank Corps) and on the next turn the USSR failed to liberate it - in fact it didn't even try but attacked surrounding hexes, but NOT Moscow...
Here's the manual;
Winning the War – Victory Conditions
The Allies will win an Allied Decisive Victory if at any point they control Berlin, Rome,
Warsaw, Paris, London, Moscow and Washington D.C.
For an Axis Decisive Victory, the Axis need to capture Paris, Warsaw, Cairo, London,
Moscow, Leningrad and Stalingrad, while also retaining Berlin and Rome.
Conditions where the Allies can offer terms to end the war:
. When the USA is Allied but France and the USSR have surrendered and London is in
Axis hands, and there are no Allied units within 6 hexes of Paris or Nantes.
. When the USA is Allied but France, the USSR and Egypt have surrendered, and there
are no Allied units within 6 hexes of Paris or Nantes.
. When Moscow, Leningrad and Stalingrad are in Axis hands and France has
surrendered, and there are no Allied units within 6 hexes of Paris or Nantes.
Germany will then be able to consider accepting peace, and if they do then the result will
be an Axis Major Victory.
Tip! If you wish to play on even when the above Victory Conditions have been met, turn
off all Victory scripts by going to Options -> Advanced -> Scripts.
As I understand it, when condition 3 applies - as in my case - I, as Allies, can offer to quit, but this was not the case, the game simply ended. Is this intended?
Anyway, I've learned a lesson; don't let Russia be played by the AI, for multiple reasons; it doesn't seem to upgrade its units, it doesn't seem to attempt to build up a frontline, and it doesn't care about holding its three most important cities.
Lesson #2 is to search for the script responsible for this "mess" about a sudden Major Axis Victory; I wanted to fight on as Britain and US...
What's happened is that both the Axis and Allies have a Decision Event, one to offer terms and the other to accept them or reject them.
The AI is set to always say yes, so that when playing the computer only the human player gets to make the decision.
However, in this instance, as cities in the USSR have been captured, the Allied power presented with the Decision is the USSR, and as it's been set to be controlled by the AI, it has of course accepted the terms.
There is no actual way to prevent this in games where the relevant Major being asked to offer/accept/reject terms is set to be AI controlled, so I recommend turning off the Major Victory scripts in this instance when playing.
Or switching to manually controlling the relevant Major when you can see that one of the conditions has been met. The first two conditions lead to the USA being asked whether or not to accept them, while the third is offered to the USSR as they are the ones who are in the front line and would have to make the decision on whether or not to continue the fight.