As Kaliningrad had been part of the RSFSR (the part of the Soviet Union that became Russia), there was no real reason to simply give away the region. At the dissolution of the Soviet Union there was nearly one million people living in the exclave, most of them military members and their families. While this had been the primary purpose of the exclave (which, it should be noted, was not an exclave during the Soviet era), it soon fell into disrepair and was largely ignored by the Russian authorities in the post-Soviet era. So in short, it was simply just that as it had been part of Russia since 1945, there was no reason to just abandon it to Poland or Lithuania, especially as the Soviets had tried to justify their occupation on the idea of a Russian history of the region (which is dubious at best, but still a stronger claim than any Polish or Lithuanian past).