Pedantically, I don't think the US was ever part of the UK. The UK ultimately had sovereignty, but that's not the same thing. Even now the United Kingdom's former colonies are not part of the UK: it "has sovereignty over 17 territories which do not form part of the United Kingdom itself: 14 British Overseas Territories and three Crown dependencies.¹

But that's kind of the same point that I didn't articulate. A colony is not part of the country that is ruling it. The Baltic states were part of the Russian Empire, independent between the wars, and then reincorporated into the USSR. They weren't "militarily occupied", they were part fully incorporated. When someone says "militarily occupied Eastern Europe", I'd only assume they meant the countries that were "behind the iron curtain" but de jure independent, like Poland or Romania.

1: https://en.wikipedia.org/wiki/United_Kingdom#:~:text=The%20U...

Technically the UK (and Spain and France) conquered and colonized several native American nations, almost wiping them out. The US didn't even exist as a separate nation state until 1776.