I'm not reading that telegraph as De Gaulle threatening to join the Soviets. The quote from his discussion with the US Ambassador is copied here:

“This worries me a great deal for obvious reasons and it comes at a particularly inopportune time. As I told Mr. Hopkins [Presidential Envoy Harry Hopkins] when he was here, we do not understand your policy. What are you driving at? Do you want us to become, for example, one of the federated states under the Russian aegis? The Russians are advancing apace as you well know. When Germany falls they will be upon us. If the public here comes to realize that you are against us in Indochina there will be terrific disappointment and nobody knows to what that will lead. We do not want to become Communist; we do not want to fall into the Russian orbit, but I hope that you do not push us into it.”

The background is that this is a quote from a meeting de Gaulle had with US Ambassador to France Jefferson Caffery on March 13, 1945. World War II is still very much on, although in its final months, so while the Red Army is occupying most of Eastern and Central Europe, there still aren't exactly "blocs" of West and East like there would be from 1947-1948 on.

Specifically, what de Gaulle is talking about is whether the US would help the French military transport forces for the reoccupation of Indochina. On March 9 Japan had ended a somewhat awkward occupation arrangement it had since 1940 with the local French colonial authorities and took control of the territory, interning and disarming all French colonial forces and officials. The French appealed to the US on March 12 for aid to French resistance to the Japanese in the territory, mostly through supplying intelligence and air support. Roosevelt was incredibly hesitant, but after a week reluctantly agreed to provide support as long as it did not hinder any other operations underway.

Some important context for the time is that retention of French colonial possessions was pretty much universally supported across the political spectrum in France - with the notable exception of the French Communists. The Roosevelt administration was very wary of European powers using the war as an excuse to regain colonial possessions (Roosevelt personally preferred some sort of international trusteeship for Indochina rather than returning it to the French); the argument that de Gaulle is making here is that US failure to support French reoccupation would throw the French public and French politics into utter confusion, which the Soviets (advancing through Germany) could exploit.

Personally, de Gaulle is being hyperbolic here. As much as the Fourth French Republic did sink into retaining its colonial empire - and it ultimately fell through its attempts to retain Algeria - the failure to retake Indochina in 1945 doesn't strike me as an event that would lead to France becoming a "federated state under the Russian aegis", which I take to mean France becoming a Soviet Socialist Republic (the Soviets weren't ever planning this). And to be clear de Gaulle isn't saying "if you don't support this I'm going to go join the Soviets". He's implying catastrophic consequences if the US doesn't back him up.

In any event, the French government soon after this proposed a new "French Union" for the empire that would give Indochina some form of autonomy under French control, but the Viet Minh nationalists (resisting the Japanese on the ground in Indochina) rejected anything less than a French guarantee of complete independence within five to ten years. With Roosevelt's death on April 12, the new Truman administration was uninterested in challenging French control of Indochina. In any event, French forces, organized as part of the French Far East Expeditionary Corps, returned to southern Vietnam (along with British forces) in September 1945, and would attempt to retake the former French colony in actions that led to the Indochina war of 1946-1954 and France's ultimate defeat at the hands of the Viet Minh.