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These countries were part of Western European cultural sphere for centuries, before Warsaw Pact come into existence. Riga, for example, was one of the main cities of Hanseatic League in Medieval Europe, Poland-Lithuania saved Europe from takeover by Ottomans, etc.
Anything east of the iron curtain is not Western Europe
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That's less than 100 years old definition of what is West. Geographically centre of Europe is in Baltics.
West as a culture started with Roman Empire, not Soviet Union.