The short answer is that they did, or in case of Finland, tried to, in 1939.

I cannot speak with authority about the events in the Baltic states, but it should be noted that the Baltic states and Finland were all battlegrounds for revolution. Indigenous revolutionaries were to some extent aided by the Soviet government, and for instance in Finland, the result was a very bloody civil war between the Reds and the Whites. For the initial period, before Germany's defeat in the World War, the White forces were supported by Germany; after the Armistice, Britain in particular provided some support in its attempts to contain the Soviet revolution.

However, as far as I'm aware, the main reason why Bolsheviks did not immediately set out to recapture the Baltic states was simple exhaustion: on top of the losses Russia suffered in the World War, the Russian Civil War continued until 1922 (with minor skirmishes dragging on until 1923 and armed resistance until 1934). The droughts of 1920 and 1921, and the famine of 1921, further sapped the strength of the new Soviet regime, as did pandemics, general disruption, destruction of industry and infrastructure, and the flight of much of the educated class. Foreign adventures that could bring about another military intervention by the Western powers were unappealing at least, if not entirely impossible for years.