In "Gulag Archipelago," Alexander Solzhenitsyn made the point that the Soviet Union tried to attract its "citizens" living in Europe to return to the Soviet Union by playing on their homesickness. Once returned, they were imprisoned in Siberia to prevent them from "contaminating" ordinary Russians (by telling stories of a better life abroad).
More to the point, Stalin wanted to neutralize these people for fear that they would form the core of a new "white" (anti-Communist) movement, even though the "whites" had already been defeated in Civil War, ridiculous as this may seem to us. Remember that this is the same Stalin who slaughtered his own generals
out of paranoia.
AT Yalta, Stalin asked for and won British and American acceptance for the repatriation of Russian solders serving with the Germans (Operation Keelhaul), and Russian "Cossack" civilians. The former group was mostly executed, the latter group imprisoned. Again, Stalin wanted to destroy these potential "whites."
Basically, any Russian who had managed to leave Russia before it became the Soviet Union would do well to stay away if at all possible. The people who had the best chance of doing this were those that became "naturalized" citizens of other countries.