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I was playing the Dzerzhinskiy Tractor Factory in the Stalingrad DLC and fought my way through to 3 of the 4 victory hexes required to win. The Allies on their final turn managed to kill all of my troops holding the victory hexes but didn't manage to actually take them or turn the victory hex flags from my Axis to their Allied. I was enjoying that nice glowing feeling of a victory just barely scrapped from the jaws of defeat when this defeat screen pops up.
What happened here? The scenario says I have to control 3 victory hexes at the end of the game. The flags say I do. Why was this a defeat?

That is interesting, have never encountered this.
The Victory Condition states 'Attacker must control 3 objectives at the end of the last turn to win.'
Question, did you have any troops left at the end?
Apparently the key word here is control & if not, maybe the game determines that with zero forces, you have no control.

I did wonder about that myself. I had only 2% of my forces left, I think it was a half squad or a leader or something like that. It's currently hidden under the defeat notice anyway.

I do think maybe a Contested Battle notification might be better than a straight out defeat here. After all, the enemy hasn't stopped me from obtaining those 3 required Victory Hexes either, so at the end of this battle the best that could be said for either side is that neither of us has won.

I still maintain though that since my flags are planted on the 3 required Victory Hexes, they're not yet out of my control!

Or maybe I'm just being a sore loser

I believe the losses is the key. You only have inflicted 47% losses to the Soviets, but you have received 98% losses to your forces!