It was ceded to Russia for the simple reason that Stalin would seize any opportunity to grab more land, and since Germany was the losing party in the war, it was easier to grab their territory. He did the same thing with Poland, which he pushed westwards so that he could grab the territory promised to him under the Molotov-Ribbentropp Pact.

Kaliningrad is very significant to Russia as it is the only port on the Baltic Sea that is completely ice-free even in winter, and so Russia keeps a large proportion of its navy there. As the vast majority of people in the Oblast are now ethnic Russians who settled there from the Motherland after WW2, it's not likely that Kaliningrad would choose to secede any time soon.