Finland was never occupied by Soviet troops. They never got past a certain point. At that point in time in 1944, the Soviets were more interested in moving as fast as possible into Germany rather than trying to move deeper into Finland and possibly occupying it. When Finland sued for peace, both sides agreed to terms that were similar to what was agreed back in 1940 - there were territorial changes but Finland remained a sovereign and independent nation. It would not be occupied by Soviet troops, and any German troops still on Finnish soil would be the responsibility of the Fins themselves.

To force Finland to adopt socialism, the Soviet Union would need some sort of a way to install a socialist government through a coup or a rigged elections or something similar. Without having troops on the ground, they lacked the means to do that.

Main points were already said by MrMarbles, but I have an urge to underline the difference between being defeated and lose the war. War was lost due to peace treaty being more favorable to USSR (that's how most see it), but Finnish Army was never defeated. Not in the end of Winter War, nor at the end of Continuation War.

Whole term "lost the war" is quite hard to define accurately, hence it sometimes falls to the matters of opinions which naturally differ within population. Like did US lost in Vietnam? Most certainly they weren't defeated, but did they lose?