This question relates to two of the fundamental questions about the Eastern Bloc: why did the Soviet Union maintain the bloc? And how did it maintain it?

As you hint at, Marxist ideology held that nationality would dissolve and give way to a self-perception based on class -- all of the world's proletariat would come it identify as such and unite in opposition to capitalist rule. This was indeed a core tenet of inter-bloc relations at the highest level; the various national leaders referred to one another as "comrade" and agreed that, and I'll paraphrase a statement Kosygin made to Dubcek in 1968 at the height of the Prague Spring, "but one border existed between the West and the East" (I'll grab the exact quote momentarily). But this isn't why the Soviet Union maintained the Eastern Bloc. After all, Marxist ideology held that the will of the people would inevitably spawn socialism. In a world without outside threats, therefore, there would be no need to militarily dominate outside nations because those nations would become allies by history's nature.

The Soviet leadership did perceive foreign threats to Soviet sovereignty, however--not from the Bloc that Moscow maintained, but from Britain, the United States, and (West) Germany, powerful capitalist nations that had all intervened militarily in Moscow's affairs in the past (and this is quite an understatement in regards to Germany). The Soviets understood that their nation required a collection of allies geographically separating the Soviet Union from the West in order to ensure Soviet security. Even in a world of nuclear weapons, the Eastern Bloc gave the Soviets this sense of security, both because the bloc acted as a buffer from a traditional invasion and because the bloc represented a family of European peoples that the West would not annihilate in nuclear war and an advanced position from which Moscow could launch its own nuclear weapons, all the while providing the Soviet Union with allies whose economic and military contributions to Soviet security served Soviet interests in a more conventional sense (i.e., they added to the total capabilities of the Soviet Union in terms of manpower and industrial output, as well as cultural and diplomatic influence). These benefits of the Soviet Bloc (except total manpower and industrial output) would have been undermined if the states had been absorbed into the Soviet Union itself.

But Moscow could not have directly annexed these nations anyway. The most persistent myth of the Soviet Bloc, I think, is that the member nations were the complete puppets of Moscow in the sense that Moscow directly created domestic policy in these nations. This was not the case. Of course the Soviet Union strongly influence the leaders of these nations and sometimes played a role in selecting who these leaders were, and of course the Soviet secret police in each nation had strong ties to Moscow, but nationals of each nation actually ran the governments with the understanding that Soviet military power loomed over all of their decisions. One could point to the Soviet invasion of Hungary in 1956 and Czechoslovakia in 1968 as proof that the Soviet Union entirely dominated these nations, but in fact the events leading up to both invasions indicated how independent these nations were domestically. Only when Hungary in 1956 and Czechoslovakia in 1968 threatened Soviet interests in the ways described above (Hungary tried to leave the Warsaw Pact while Czechoslovakia allowed journalists and writers to critique the entire bloc's relationship with Moscow) did the Soviet Union invade. In both cases, the aftermath of the invasion proved how difficult it was for the Soviet Union to directly control the domestic affairs of these nations. In Hungary, the Soviet Union finally decided that they had no choice but to allow Janos Kadar, who the Soviets had once had imprisoned, to take power in Hungary and implement a "Hungarian road to socialism"! In the wake of the invasion of Czechoslovakia, the Soviets returned Alexander Dubcek and his coalition to power after having kidnapped them because their allies in Prague (i.e., Czechoslovak co-conspirators in the invasion) failed to form a pro-Soviet government in the wake of the invasion! Luckily for the Soviet Union, both Kadar and Dubcek proved true ideological allies and worked with the Soviets after the invasions of their countries rather than calling for rebellion against the Red Army. Indeed, without self-identified "Marxist" allies found throughout the Eastern Bloc, it is difficult to imagine that the Soviet Union could have maintained its sphere of influence in Europe.