This needs to be considered on a case-by-case basis. Yugoslavia, for example, was not a Soviet satellite - it was truly independent during the cold war, and chose to pursue a path of neutrality during this period (it was one of the founding members of the Non-Aligned movement).
Countries like Georgia or the Central Asian Republics (Kazakhstan, Kyrgyzstan, Tajikistan, Turkmenistan, and Uzbekistan) were part of the Russian Empire and were subsequently part of the Soviet Union.
The Baltic States (Lithuania, Lativia, Estonia) did achieve independence after the collapse of Tsarist Russia. They, along with present day Moldova / Transnistria (at that time part of Romania) were annexed into the Soviet Union in 1940. These territories had been lost to Imperial Russia, and were "reclaimed" by the USSR during the period when the USSR was in it's quasi-alliance with Nazi Germany. The division of Poland and Winter War took place prior, and were also periods where the USSR expanded to reclaim former Russian Imperial territory.
The Soviet Satellites of the Cold War, such as Poland, Hungary, or Czechoslovakia, were the products of a different international context. The Red Army entered Eastern and Central Europe over 1944-45, and the Soviet Union was now in an official alliance with the Western Allies. The treatment of Poland was an extremely contentious topic between the British and Soviets. The British insisted that Poland have democratic, free elections. The Soviets insisted that a Communist party ruling over Poland was compatable with their own uniquely Soviet understanding of a "democratic" system (meaning free of fascism and representing the people). The issue of whether elections would or would not be held was a major source of friction during the post-war settlement. The division of Germany was stipulated by prior agreement, as was the division of North and South Korea. Simply annexing all of these countries into the Soviet Union would have been politically impossible in this climate. The USSR was "liberating" Europe, not conquering it, and while small territorial concessions (annexation of present day Kaliningrad) were something they could work with, ruling the countries of Central and Eatern Europe by proxy was a preferable alternative.
Czechoslovakia is a special case here in that the Soviets executed a coup to take control of it, rather than simply them being in charge from the moment the Red Army had entered. Yugoslavia, as discussed above, was NOT a Soviet Satellite during the Cold War. It maintained a truly independent foreign policy, and the reason it was able to do this was quite simple - it liberated itself from occupation, and neither the Red Army nor the armed forces of the Western Allies were in control of it's physical territory.
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