It's not like they have had weak socialist movements.
in Estonia the Bolsheviks got 40 percent of the vote during the 1917 elections. The Latvians had their famous riflemen.
In the 1920s there were active underground communist organisations in all three of the baltic states.
Now all of that is forgotten. They've managed to rewrite history so efficiently and without opposition. The new generation openly praises fascist despots like Ulmanis, Smetona and Päts.
The fascist despots of all three respective states were not exactly the most popular rulers. After all, why do you think their house of cards collapsed so easily in 1940?
Also, it was not like the communist were the only ones in opposition to them either -- many social democrats, liberals and members of the national bourgeois were in opposition to the rule of Päts in Estonia, Ulmanis in Latvia and Smetona in Lithuania (most likely due to the semi-colonial nature of their governance).
But now these unpopular dictatorships are revered in these nations. Monuments to these men built without opposition.
How?
I'm going to offer a more historical explanation and say that imo you have to go back further than WW2 or even WW1 to understand the deep seated issues that these countries have. A big reason why they are so mentally colonized is because they were physically and culturally colonized for hundreds of years by the Germans during the middle ages when the various crusader orders established their own states in the Baltics. During that time they developed a collective Stockholm syndrome and ever since they can't stop wanting to be German. And just like the western Ukrainians (who were also colonized by Germans in the form of the Austro-Hungarian empire) oftentimes going completely insane in their zeal to show their loyalty to the West, including being more brutal in their atrocities toward Russians and Jews than even the Nazis.