I'm not too surprised that Roosevelt wasn't very aggressive towards doing the same with Communist agents since he was really sympathetic to them. FDR was constantly bending to Stalin's will (in my opinion).
Even Henry A. Wallace (FDRs VP from 41-45) wrote a book in 1952 titled “Where I Was Wrong” in which he discusses his regret for his sympathies towards the Soviet Union, and his trusting of Stalin.
I've read here and there that the U.S.A. was actually in danger of communist revolution during the thirties because of the depression. Maybe Roosevelt simply wanted to keep the topic of world revolution out of the public consciousness by pretending it didn't exist.