The Prussian/German city of Koenigsberg was effectively ceded to the Soviet Union at the end of World War II. The Potsdam conference (a memorandum between the UK, USSR and USA) set the boundaries of Germany far to the west and supported the transfer of Koenigsberg to the Soviet Union. This was reinforced by the GDR under pressure of stalin; in 1990 when German re-unification became an issue, Helmut Kohl pushed through the final settlement treaty 'recognizing the facts on the ground'

Renamed Kaliningrad, this westernmost territory of Russia became strategically important to them as their only port in the Baltic Sea free from ice all year around.

tldr; Germany gave it up to the Soviets at end of WW2 and gave up the last legal claim under pressure of reunification. Russia dearly loves their only year round ice free port in the Baltic sea.