This is a question that I feel could be warped by ideological bias, but I'll try and go ahead anyway. I think there are a number of reasons, but the two most primary are the desire to prevent their citizens seeing the Western way of life and being convinced it's better, and I think a second reason is there was little opportunity for workers in Communist states (Primarily under the Iron Curtain) to go anyway.

The State's desire to build holiday resorts for workers within their territory is an obvious way they tried to combat this. But to return to your question:

In Orlando Figes' "Revolutionary Russia: 1891-1991", he states that Foreign travel was banned form the USSR after the frosting of relations when the Second World War ended. Partly in retaliation, and partly out of fear that they would see a different way of life. This was confirmed when a World Youth festival held in Moscow inviting Communist leaning Youth from the Western world, and attempting to portray a beautiful Soviet life, instead converted many Soviet university students to the Capitalist life-style, as these younger people were enamoured with the Jeans and rock music of the West brought by these invitees.