If you were playing as USA, there is at least a fairly decent chance you may not have had the highest war participation. If another country has a higher participation than you, they get to pick first in the conference, and may have taken something that negated your ability to puppet. As far as I know, the puppet wargoals only serve to make those options "cheaper" in the conference for you, allowing you to take the actions for fewer war "points".
This happened to me in a game where the allies lost to the axis, were wiped out, I was playing USA and declared war on Japan after the fact. The USSR went to war with the axis, and when Germany/Italy capitulated, I had invaded mainland Japan and it went to conference. Because the USSR had taken more territory than me, against different enemies than me, even though I single-handedly wiped out Japan and wasn't involved in the Comintern in any way, USSR picked first, and they puppeted Japan... very frustrating.