Xinjiang was conquered by the Chinese s far back as the Tang Dynasty. Tibet ruled a large amount of China during the same period and was considered part of China during the time of the Mongols. However, Burma during the Qing Dynasty was reasonably strong and the landscape isn't easy to conquer. Bhutan was most likely considered useless and vague anyway (i don't think the border is even marked) and both Burma and Bhutan were controlled by the British Empire and were semi-allied (more sphere of influence) with India. The Communists never really had the necessary resources or desire to conquer either of them.

Tibet and Xinjiang were considered to be part of China under the Qing Dynasty. Bhutan and Burma were not. Specifically, Tibet was a Chinese vassal state under Qing suzerainty, and Xinjiang was the site of a Chinese backed coup followed by a revolt that led to Chinese occupation of the region. As part of seeking to be recognized as the legitimate government of China, the Chinese communists sought to claim all Chinese territory in order to show they had legitimacy as the next rulers of China.