Ask Lemmygrad

Almost certainly related to their strategic position for NATO as a thorn in Russia's side. Same with Poland which received enormous investment and help from the Americans and the West in general so they can be a bulwark against Russia.

I'm sorry I don't have the time to make a more nuanced and sourced post, but here's some factors:

During Soviet times:

1. The Baltic states were historically very rich and developed areas compared to their neighbours, ever since the 1600s. The major Baltic cities were heavily subsidized and developed for centuries by German and Polish-Lithuanian settlers even before they achieved prosperity. They were all built in very strategic geographic locations that enabled them to act as important centers of commerce for the whole area, linking Russia and Eastern Europe with Scandinavia and Northern Europe.

2. As a result, before their incorporation into the Soviet Union, these states had an already largely educated and specialized workforce, developed industry and established infrastructure for a more advanced economy. It was only natural that the Soviet Union leaned into these strengths. It's also natural that further investments in such an environment would be much different in cost and effect compared to investments in a more rural and backwards states. This is an unequal reality dictated by material conditions that developed through centuries of history. I think on this point, it's a bit unfair to judge the Soviet Union by just looking at the costs of investments, as it's like comparing the price of building a computer with the price of building a desk. Investing in complex manufacturing industry vs investing in agricultural development are two very different things. There's also no telling how the Soviet Union would change its policies in the future, as other areas caught up to the development of the Baltics.

3. The Baltic states were constantly exhibiting signs of secession. They had been given independence from the Russian Empire after the Revolution. Then they turned fascist before World War 2. Then they were incorporated back into the Soviet Union. Then the Soviet Union spent 10 years trying to put down various CIA-funded guerilla groups (akin to what was going on in Ukraine with the Banderite remnants). Then they started grumblings again in the 80s. There is a sense that the Soviet Union was also attempting to bribe the Baltic states into submission. This is a much fairer point to criticize the Soviet Union on, but there's no clear indications it was actually the intention here, up until Perestroika occurred.

During dissolution:

1. The Baltic states were the first SSRs, together with Poland to start shifting to a capitalist model, even before the dissolution. They asked help from the Americans, and the Americans gave it amply and honestly. They designed functional economical instruments to facilitate the shift and they were given massive subsidies to jumpstart the free market economy.

2. Due to their small size and small population, the cost to the West for helping the Baltics was miniscule. There's also an argument to be made that the Baltic peoples were seen as brother Europeans (don't forget their Germanic settler roots), compared to most other former SSRs. Probably even more so than states like Poland, Slovakia and Hungary.

3. This is the critical point: The West probably helped the Baltics so much as a lure for the rest of the Soviet Union. Remember that at this time, the dissolution hadn't started yet. As is described by Jeffrey Sachs (the main economic guru brought in to facilitate shifting to capitalism in the Baltics, and later on in Russia), a year after working with the Baltics, Russia came along and asked for the same help. But this time, the US was adamantly withholding much of the resources and aid given to the Baltics, with the clear intention of causing newly-found Russia to flounder and fail as a state.

4. Also, by aiding the Baltics so much, the West gained them as loyal lapdogs for any future aggressive action against their former compatriots, especially the Russians. A similar aid was given for example to Poland and Romania, who bordered Russia. But Bulgaria and Moldova were left largely to their own devices, as their geographic location did not make them as important players against Russia as the others.