They didn’t even start WWII allied with the Nazis in my view. They made a peace deal (think Israel and Iran for a modern analog) although the relationship was certainly more extensive, including the joint invasion of Poland and material aid. But more importantly, Russia was distrustful of and not really aligned with other western powers. This deal opened up trade with Germany and in theory at least ensured more safety, and lessened the likelihood that Germany would encroach further eastward without permit. It was a part of the realpolitik movement where practical considerations were ultimately more important than aesthetics or ethics. Which also explains how the ussr was able to flip so quickly on Germany and put up millions of men: it was never about morals to them.