Kennedy confronted the Russians over the Cuban missile crisis and the Russians backed down which P.O. Khrushchev. Lee Harvey Oswald spent some time in Russia before the assassination which connects Oswald and Khrushchev and the plot to assassinate Kennedy in retaliation. If the U.S. government was suspicious they couldn't prove it, and even if they could, it would have started WW 3, a much greater evil.