I'm not an art historian, so I may confuse several different art styles in this answer (I certainly am not aware of the nuances that differentiate Cubism and Impressionism, for example), but I can offer an answer on the Soviet government's attitude towards art styles in the early Soviet Union.

The early Soviet Union was kind of a trendy place for artists to hang out. Don't misunderstand, this was the remit of a small intellectual elite, but from 1917 - 1929 a good number of Western intellectuals went to the Soviet Union to see what all the fuss was about, to see the new society that they were meant to be creating. Some stayed, some left, but they produced a deal of modernist work around Soviet themes.

Here, for example, is an impressionist propaganda image from the Civil War. This sort of work wasn't normally sponsored by the Soviet government itself, but came from this intellectual elite living in or visiting the Soviet Union. The Bolshevik party itself merely tolerated this sort of cultural pluralism during the NEP period of the early - mid 1920s (Fitzpatrick, The Russian Revolution). The Bolsheviks thought impressionism was decadent, impractical and, worst of all, carried the potential for political subversion; not really conducive to the sort of society they were trying to create.

Indeed, this period of tolerance ended in 1929 as Stalin tightened up control on society. From then up until Stalin's death, Socialist Realism was the only permissible art style in the Soviet Union. The logic was simple: art reflects reality, and all reality was socialist, therefore all art must be socialist. Socialist Realism basically meant that all art portrayed the sort of idealised socialist society that the Party was trying to achieve.

Hope that shed some light on things. After 1954 under Khrushchev there was something of a liberalisation in regards to art (although Khrushchev himself wasn't that keen on it), but I can't give details on that.