As to why it belonged to Russia from 45 to 91 ... I'm not sure. I'd have given it to Lithuania if I was Stalin. That would have nicely (Macchiavelli talking here) increased ethnic Russian influence in Lithuania, too.
Yeah... bearing in mind the sort of stuff he got up to with boundaries in Central Asia [shudders] it's suprising that he didn't do that...
Is it hard to get out of by any chance? Can't think of a good reason why anyone would actually want to live there...
Why not? It's close to the West.