Crimea could make a case that it rightfully owned the Crimea, "mainland" Ukraine and the Crimea have had a long and interrelated history.

On the other hand, Kaliningrad has been intentionally separated from its cultural and historic lands. Kaliningrad was originally the city of Koenigsberg, capital of the state of Prussia. Prussia was ruled by Germanic peoples since about the 11th or 12th century. Prussia also included territory taken from Poland, and many ethnic Poles in the hinterlands outside of Koenigsberg. There has historically been a strong Polish minority in Prussia.

Prussia was the country which, in 1871, unified Germany. Prussia has traditionally been associated with its more militaristic figures, including Frederick the Great and Carl von Clausewitz. During both World Wars, many Prussians served in the German army, and the German army itself generally followed the model set forth by the old Prussian Army of the pre-1871 years. Because of this, Prussia was generally seen as the engine of war in Germany, and after World War Two the Allies declared that Prussia would no longer be allowed to exist as a geographical expression. Prussia, the state and the country, was dissolved. Much of its land was given to Poland, including Danzig and Silesia. However, the Russians kept Koenigsberg as a symbol of their victory over the Prussians/Germans. I like to think that their post-war treatment of the city has been revenge for the Wars.

But this brief, rough, summary should generally suggest that the Crimea sort of belongs to the Ukraine, and has always been associated with greater Ukraine. Kaliningrad (Koenigsberg) on the other hand has a cultural heritage which connects back to a militarist and defunct state, and the last time Koenigsberg was united with its cultural brethren, they waged a war of extermination against Russia.