Simply put, there really wasn't any need for them to do it.

In 1945, the Yalta Conference saw the Big Three (US, UK, and the USSR) agreeing, among other things, on allowing the countries of Europe to choose their own governments through free and fair elections. Poland in particular was singled out by the British and the Soviets for historical reasons. Stalin famously agreed to these terms, and Roosevelt and Churchil infamously believed him.

However, following the end of WWII the Soviet Red Army was occupying all three of the countries you mentioned (as well as the rest of the states that will end up forming the Eastern Bloc, with the exceptions of Yugoslavia and Albania). While elections WERE held in all of those countries, they were not free or fair, as the Soviets had heavily favoured the Communist parties. Ironically, it seems that, the more likely the Communists were to win the elections fairly, the more likely was the resulting government then be at odds with Moscow's direction (though not always).

Naturally, the Soviets claimed that the eventual triumph of Soviet-friendly parties was the expression of the free will of the peoples, as per the agreements made at Yalta. While originally denouncing this, the Western powers eventually came to grudgingly accept the Communist domination of those regions (this is sometimes referred to as the "Second Western Betrayal", with the first being the Western abandonment of Poland and Czechoslovakia in the run-up to the Second World War).

Because those DID retain a large degree of sovereignty (they were not, for most of their existence, outright puppet states), they still had some leeway in the construction of their policies, including, in some cases, foreign policy. Soviet Union ended up intervening militarily in several of these countries later on if they felt that they were deviating too far from the accepted course (like Hungary in 1956, and the Czechoslovakia in 1968 for example) - and the other satellite states often took part. In some cases there were even spats between the satellite states, something that didn't really happen between Soviet Republics at the time, though some scholars chalk it up to the internal conflicts between the elites, rather than between states.

This approach had several advantages over outright annexation. The Soviet Union did care about its appearances and it stressed its anti-imperialist stance, something that would have been much less effective had they actually annexed the Eastern and Central European states and made them into Soviet republics (they even rejected the calls from some of the governments of the satellite states to make them into SSRs). At the same time, however, it gave Moscow wide-ranging authority over the happenings in its new satellite states, though arguably not quite as much as they would have had if they made them into Soviet republics. Also, the fact that these countries remained independent, at least on paper, allowed them to gain representation in international organizations such as the UN, where they obviously tended to support the Soviet side (most of the Soviet republics, with the exceptions of Belarus and Ukraine, were not allowed in as individual members).

The Soviets then got (most of) what they wanted out of their satellite states without the hassle associated with making them into full Soviet Republics, which would also technically mean that they would be given a say in the policies of the Soviet Union proper, and their Communist parties be incorporated into the Soviet system of government, not an especially attractive proposition in and of itself, particularly if the country in question had a relatively independent Communist party (that is, it was popular and active on the political scene before the Soviet intervention) or an alliance of Socialist parties.

The difference with the Baltic cases is that the Baltic countries - Estonia, Latvia and Lithuania - were all occupied and incorporated into the USSR as part of the Molotov-Ribbentrop pact in 1940, before the war. Most Western states never recognized this as legitimate, so Stalin had some idea of what would happen if he attempted to do the same with the other European states. I imagine that if Stalin could have known of what would happen after the war, he'd have chosen to forego bringing the Baltics into the Soviet Union outright and would have opted for the same option as he did with the Eastern and Central European states, but it wasn't really possible without setting up a very dangerous precedent of a Soviet Republic seceding from the Soviet Union.

Some good general reading on the subject:

• "Postwar: A History of Europe Since 1945" by Tony Judt, perhaps THE definitive book on the general developments in Europe after the war.

• "Iron Curtain: the Crushing of Eastern Europe, 1944-56" by Anne Applebaum, though I am not quite sure about her overall conclusion regarding the long-term odds of survival for totalitarian states

• "Six Months in 1945: FDR, Stalin, Churchill, and Truman: From World War to Cold War" by Michael Dobbs

• "Yalta: The Price of Peace" by Serhii Plokhii

• "Hungary from the Nazis to the Soviets: The Establishment of the Communist Regime in Hungary, 1944-1948" by Peter Kenez

• "Between Nazis and Soviets: A Case Study of Occupation: Politics in Poland, 1939-1947" by Marek Jan Chodakiewicz

EDITS: grammar, punctuation