Why did every country leave the allies ?

[Slav]

Almost the entire world was in the allies and just out of nowhere everybody left, like 15 of them. I have never seen this happen. Its probbly a autobalance feature but now its too easy. What are your thoughts about this?

[Aluvard]

Allies usually kick members off their faction if they're non-democratic or generated too much WT.
if the first condition is met, they usually kick member off when some minor war ends. If second condition, it can happen anytime.

[Arsen]

After the Allies win WW2 UK (or France or US, still didn't figure out exactly who of them) have a new decision in their political decisions tab unlocked. It's called "Ratify the Brussels Treaty" if i remember correctly. After the decision is clicked all Allies members get to decide either leave the Allies or to become a NATO member in future. So I guess this happened in your game.