The United States is a country of laws. An American who joined ISIL would face problems returning to America because ISIL is a designated Foreign Terrorist Organization (FTO) under Section 219 of the Immigration and Nationality Act, not because it's unpopular or repugnant. Lee Harvey Oswald's "defection" to Russia broke no laws. He had claimed to a U.S. Embassy official at the time that he intended to reveal information about U.S. radar procedures to the Soviets, but he later denied this, and there was never any independent evidence that he had given them anything. In United States law, an unsupported confession without substantial independent evidence of its validity is not sufficient for an indictment. Oswald worried while still in the USSR that he might be prosecuted, made inquiries, and was told that he probably had nothing to worry about. On his return he was interviewed twice by the FBI who determined that he was not dangerous and closed his file. The CIA considered interviewing him but decided he was "of marginal importance."

At least 30 people defected to the USSR and then returned to the United States during the years 1958-63. It is simply not true that Oswald's return to the United States was suspicious in any way. He was pegged for exactly what he was – a marginal crank with an unbalanced personality who was not suitable for conspiratorial work of any kind.

Sources:

• Warren Report, Appendix 13, pp 704-740
• Report of the Select Committee on Assassinations, Part 1c, pp 190, 201-211