"Stalin around" sounds like "stallin' around" which means to not do anything, and cause delay. Stalin, or Joseph Stalin was a Soviet leader during WW2.  The joke is saying that Russia was slow to recover because it was "stalling around" or wasting time which is why Russia was slow to recover. The joke is centered on the word Stalin and how it sounds close to 'stalling'. 
Russia was slow to recover after WW2 because it kept Stalin around .