No. He wanted attention. He was a marksman in the U.S. military, but even the military didn't want him. The Soviets rejected his request for citizenship and shipped him off from Moscow to Minsk, the fucking Ukraine, the most boring place on the planet, to get rid of him. Then, he was being monitored by the KGB all the time. He wasn't a Russian sympathizer, he was a Marxist and an anti-capitalist.
8 things you may not know about Lee Harvey Oswald