For this scenario to happen the cold war needs to be avoided, so either somehow the USSR become democratic or the rest of the world become communistic.
Here is a quick scenario (and maybe unrealistic, maybe) how the USSR can become democratic.
The USSR invades Finland just as the OTL
The Finns however do some changes, they immediately start targeting "support" systems such as cooking equipment, warming equipment and tents by doing raids directly from the start. The Finns did target cooking equipment in the original timeline, but a bit later. The USSR also did not have enough tents for all of it soldiers and no winter tents. Without food or shelter the soldiers will die because of the elements a person can not survive long in such conditions without enough food and inadequate shelter. So the Soviet soldiers will either die of starvation / cold, or be forced to stop where they are and make shelter and heating.
And here comes a major difference.
At the same time this is happening the Finns openly declare that they welcome anyone who lays down their arms and they will be treated humanly, allowed to live in Finland and given some land. Unlike the OTL where relatively few prisoners were taken.
The Finns will openly and clearly say that the Stalinist system is bad and anyone who wants to come and live here can do so.
This may then create a huge influx of Soviet soldiers deciding to accept the offer.
In the OTL when the nazis invaded USSR some at first greeted the nazis as liberators from Stalin.
If enough soldiers decide to take the offer, the Finns can advance to Leningrad and give everyone along the way the same offer, if this succeeds then onto Moscow offering an end to the Stalinist system.
If done properly and smartly then it could be possible to have a democratic take over of the USSR.
The Finns install democracy but keeps a lot of the military equipment and changes the economy, but smartly so, allowing for private business but at the same time having some of the state business going to prevent massive unemployment and also keeps the military at a similar size because it is obvious that the Germans will attack.
Then when Germany invades in 1941 this democratic mega Finland or maybe some other name, is able to win against Germany perhaps even faster than the OTL and if that happens with a democratic "Russia" the clean myth wehrmacht never happens