There are some reports that the original plans for the enclave were to fold it into the newly liberated (and still very recently created) Lithuanian SSR, however, resistance from the leadership of that government (alternatively because it didn't want to be responsible for rebuilding the devastated territory or that it didn't want to absorb what would assuredly be a Russian dominated territory) meant it remained an enclave of the Russian SSR.

It's strategic importance is pretty clear though: it was (and remains) the only large ice-free port in the Baltic, and thus was of vital importance as a naval base for Russia's Baltic fleet. During the Soviet Era and into the modern era, Kalingrad was first and foremost a military outpost in all but name.