> A quick question - how can a person born in a Baltic state and living there their whole life end up without citizenship?

The people in question are ethnic Russians who CHOOSE to not get a citizenship. They choose this, beccause people in Baltics without citizenship have the right to travel both within the EU and in Russia without a visa. Just to make it extra clear, let me draw you a table of a citizenship matrix in Estonia:

Estonian citizen - can travel within EU, needs visa for Russia

Russian citizen - needs visa for EU, can travel within Russia

No citizenship - can travel within EU, can travel within Russia