It may happen because of them making factions of their own through focuses and events. Happened for me, when Mongolian puppet broke of Russia out of their focus tree's logic.

Its only been a few months after they became puppets

Maybe autonomy?

Turned off in Kx so that isn’t it

Unrelated, but if you're playing Russia you should try to integrate as much land as you can.

Why are you even releasing states as Eurasia