1. It's a big difference whether you live in an unjust system and individual terrorism is the only recourse you feel you have left, or whether you are the leader of a massive bureaucratic state that has other options.
2. There are numerous reasons to be mad at Stalin, and offing capitalists is not one of the top ones.

• Betraying everything Lenin and Marx stood for by bolstering the bureaucracy instead of abolishing it (admittedly partly also the fault of the German social democrats).
• Abandoning the idea of world revolution in favor of his brain dead socialism in one (technologically and culturally backward) state that didn't have the material conditions for socialism in any way, shape, or form.
• Collaborating with the Nazis at the beginning of WW2.
• Smothering nascent revolutions like the Chinese one, sending many of them on a one-way track back to capitalism, and constructing undemocratic bureaucracies like itself.
• Killing soviet democracy.
• Rolling back on the social accomplishments of the October Revolution (e.g. abortion).

This is by no means an exhaustive list.