Oswald entertained a delusional fantasy that he could become someone of importance in the Soviet Union. He likely blamed American society for his invisible presence. He held out hope that things would be different in the USSR. When that didn't work out, he became embittered and disillusioned.
I'm not sure he had that great man fantasy when he was in the Soviet Union? Didn't that arise when he came back? E.g., he writes his "Historic Diary"? But if so why no violent backlash/behavior as he failed to become famous? Marina said he hit her a few times with an open hand; but that's the extent of it. The evidence is that he adapted to his life, he had friends, a decent job supplemented by the Soviet "Red Cross", a wife, a child, a life.
McMillan again makes this point, one I think is true: "Marina observed that by the time she and Oswald had dealt with the red tape required to leave Russia and emigrate to the United States, the steam had gone out of Oswald’s desire to go home. He had a baby daughter now, he felt settled, and he was afraid the US government might prosecute him for his one-time offer to give radar secrets to the Russians. It was not, as Peter Savodnik says, that Oswald felt himself a failure. It was bureaucratic momentum and his fear of losing face that made him go through with his return to America."
I don't think he wanted to leave the USSR because he didn't become famous. I think he just got bored, perhaps homesick, and wanted to return. Then when he realized what he was giving up, what he potentially faced, it was too late to turn back again.
I see a violent angry man in the US that wasn't there in the USSR.
BTW, with the movie out it's interesting that McMillan wrote an interesting biography on Oppenheimer. Very pro-Oppenheimer and very critical of his opponents. She says he was a victim of McCarthyism and the arms race could have been, if not avoided at least mitigated, if he and his views weren't rejected out of Cold War fear. I think that's a stretch but it's a good read.