The Union of Soviet Socialist Republics was a Federal Republic composed of 15 different nations. The Soviet Union broke up in to those 15 states in 1991.
The Russian Federation (what was formerly the "Russian Soviet Federative Socialist Republic" or RSFSR in Soviet times) has over 190 ethnic groups. Consequently certain allowances are made in terms of governance to reflect the ethnic diversity within the country so they have a degree of self-government. [Beyond that I don't know many details of how the Russian Federation governs itself today, but that's the basic ideas behind it]
In Western anti-communist accounts of the period, the Soviet Union is often refereed to as an "Empire" (notably as the "Evil Empire" by a speech in Ronald Reagan). The reality was much more complex because the Soviet Union professed to be
anti-imperialist. The USSR would have insisted that all the countries in eastern Europe were sovereign and equal partners in the process of socialist construction. Whether you believe that is up to you, but the Soviets went to great lengths to maintain that pretence.
The Red Army conquered Eastern Europe at the end of the Second World War and remained in the region until the end of Communism in the late 1980's and 1990's. The USSR and Eastern European countries formed part of the Warsaw Pact. There were several uprisings in Eastern Europe against Communist rule, notably East Germany in 1953, Hungary in 1956 and Czechoslovakia in 1968. These were repressed by the Soviet Red Army and Warsaw Pact countries (the Soviet Union having the largest army).
Officially, these repressions were in the name of "socialist internationalism" in what became the Brezhnev doctrine in which a threat to any socialist nation would be treated as a threat to all of them. It was treated as an expression of Solidarity against counter-revolutionaries. The language is different, but basically it's the same as if the UK had a Communist Revolution and the United States "intervened" in the name of defending freedom, democracy and human rights.
Basically, they weren't annexed because Communist ideology, as it had developed at the time, said so. Whilst some accounts say Lenin may have supported the formation of the USSR as a prelude to a communist world state, Stalin had been the Commissar of Nationalities responsible for dealing with questions of national independence and sovereignty. If you look more closely at the history, there were significant boundary changes between the USSR, Poland and East Germany after world war II with major population displacement and relocation between them so that each countries ethnic group would "fit" in it's territory. These changes would be roughly in line with Stalin's thinking on issues relating to nature of the nation state and hence represented communist thinking at the time.
Stalin's position would be more in favour of these countries retaining nominal independence even if they were occupied by the red army and had purges to eliminate "titoists" in the late 1940's who didn't follow Moscow's line (General Tito was a gurrella resistance leader in world war II who fought nazi occupation and then became leader of Communist Yugoslavia. Hence the red army didn't play such a significant role in the liberation from Nazi rule and could defy Stalin and took an independent course between West and East during the Cold War).
Stalin submitted a document to the Western allies in March 1952, now known as the
"Stalin note", which offered to unify Germany on condition it was neutral in the Cold War. The West didn't respond because they didn't think it was sincere and the implications of if it
was sincere would unthinkable because it would mean losing West Germany as an ally.
Purely as a personal guess as to why he might have done that, I think it's worth keeping in mind that this was during the middle of the Korean War (1950-1953) and Stalin may have been concerned about Soviet involvement in a German civil war. A United and neutral Germany was preferable to a German civil war escalating in to a third world war as the Soviets and Americans would be drawn in to the conflict.