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The Soviets did not know they were supplying the CIA, because Americans are adept at corporate shenanigans. From the book Skunk Works: A Personal Memoir of my Years at Lockheed:
Our supplier, Titanium Metals Corporation, had only limited reserves of the precious alloy, so the CIA conducted a worldwide search and using third parties and dummy companies, managed to unobtrusively purchase the base metal from one of the world's leading exporters - the Soviet Union. The Russians never had an inkling of how they were actually contributing to the creation of the airplane being rushed into construction to spy on their homeland.
More on the development of the Lockheed A-12 at Wikipedia.