Because until World War II, we never had any business with Russia/The Soviet Union, and during WWII, we were allied against Hitler.
You say America is all about helping the innocent, and freeing the oppressed from ruthless dictators. Well, that's true now, but America really kept to itself for most of our history. We might not have liked oppressors and ruthless dictators before World War II, but up until that point, we didn't really free the innocent from oppressors by fighting them. Instead, we just made America an escape from all of that.
World War II was a big change. There was still a big isolationist camp in the United States right up to the start of the war. As a matter of fact, it took a great deal of convincing by FDR to even begin to prepare for WWII. Here's a famous speech by FDR to try and convince America to prepare for war in December of 1940 (http://www.americanrhetoric.com/speeches/fdrarsenalofdemocracy.html). That was hard for him to do, even though Hitler had been fighting in Europe since September of 1939, and American wouldn't enter the war until December of 1941. All that changed after Pearl Harbor. Isolationism went away when we were attacked. We didn't need convincing after that.
So to answer your question: why didn't we go to war with Russia? Because we didn't have a reason to. It was simply unthinkable at that time to go to war if your home country wasn't actually threatened. Russia wasn't threatening us. In fact, the only reason we got in WWII at all is because we were actually attacked. Japan was allied with Germany. Japan attacked us. We declared War on Japan. Germany declares war on us. We declare war on Germany.
And the reason FDR sat down with Stalin was because right before Germany declared war on us, Germany attacked Russia/The Soviet Union. We worked with the guy who was fighting the guy who was fighting us. As a matter of fact, Churchill addressed this point on why his country was partnered with a not-so-savory character in Stalin in a conversation with his personal secretary: "If Hitler invaded Hell, I would make at least a favourable reference to the devil in the House of Commons."
Only after WWII did the Soviet Union use their winning position to take advantage of their strength. America had massive armies in Europe, won, and then left. The Soviet Union had massive armies in Europe, won, and then stayed. That's the beginning of the Cold War, and that's the beginning of Russia and the United States' bad blood.