The Soviet Union, led by Russia, was very communist. The USA was (and still is) very capitalist.
Those two ideologies, when taken to such an extreme degree, are almost impossible to reconcile. They have a fundamentally different understanding of property rights, so they cannot comfortably trade with each other or even establish roughly compatible legal systems.
But they couldn’t really just ignore one another either. World War II had taught everyone a sort of cosmopolitan political theory: you can’t isolate yourself from other countries. Conflicts in one part of the world will inevitably pull you in, so it’s better to stay involved in the first place and prevent things from getting out of control.
Technology was also making isolationism impossible: instant global communication, mass air travel, etc.
Moreover, much of the world was kinda up for grabs. In the wake of WWII, the huge colonial empires controlled by England, France, and Japan were quickly unraveling. The most notorious “proxy conflicts” of the cold war, like the Korean War and Vietnam War, came directly from that situation. These colonies were becoming independent countries with an open future, and they had *internal* divisions between communist and capitalist factions. It would have required impressive restraint for the two superpowers, the U.S. and the Soviets, to stay away from those conflicts.
However, they both had large arsenals of nuclear bombs. So they couldn’t have an all-out war with each other; it might destroy the entire world.
So instead, they had a “cold” war: doing everything possible to damage, antagonize, and gain leverage over one another without starting a “hot,” real war. Espionage, covert support for insurgencies, technological competition, attempts to embarrass the other or tarnish their reputation, etc.
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