This is intended. I don't necessarily agree with it, however. What I do is take all the cities over and ensure on the last one, the sov is out of the city at the time. Then I make them surrender. Only way to grab all the cities and gain the sov. If you're super picky, grab all the outposts too and then do it.
I'd rather control of all outposts and cities switch when the sov surrenders but I'm not calling the shots. 
