Hetalia (c) Hidekaz Himaruya
The title is Russian and literally translates to "wolf in sheep's pelt". (Волк в ове́чьей шку́ре)
Russia wasn't evil.
He had a past riddled with war and bloodshed; filled with ever-changing governments, constantly expanding borders, uneasy relationships with other countries, and many great leaders, but others that were also great but inspired terror and fear, such as the Grand Duke Ivan IV, also known as Ivan the Terrible. He was constantly criticized by the other countries that he was an undemocratic country who gave few rights and obligations to his people, that he was not as "free" as he had noted to be. He had fought in many terrifying wars, such as the bloody World War II and the silent but deadly Cold War. In his time of the Russian Revolution, he watched his people become divided as Stalin's reign grew powerful, and observed silently as they fought ugly battles against each other in a civil war over the socialistic and equal idea of communism; an ironic turn of events indeed. He was a great power, but because of his colorful, reddened background, his mind had mentally cracked from the pressure until he was subdued to his own little dab of reluctant insanity. But he wasn't evil.
He indirectly became the continuously regular "bad guy" that was the blame of every crime in nearly every media; such as movies, shows, books. But that still didn't mean he was evil.
The term "evil" meant as one who purposefully succumbed themselves to madness. "Evil" was one who voluntarily corrupted themselves and who wished to be malevolent and destructive to mankind, who enjoyed and even took pleasure in the loathsome aura and feelings that emanated from other humans caused by their faults. "Evil" was the grisly and bloody crime that was self-committed, not committed by others who believe that they themselves were "evil", however they were merely followers of "evil". It was a term that didn't necessarily mean that a victim of "evil" was unarguably insane, but was still mad enough and/or had enough aspects of madness that proved they enjoyed the pain and suffering of others. "Evil" was merely a small, immature child that had not yet understood the true manners of the world, and it can be quite surprising how many of these children are actually adults.
Russia did not believe that he was evil. He may have that yandere character about him that caused him to most of the time be completely oblivious of his own cruel tendencies, but he was assured that he wasn't evil, despite what other countries might've thought of him.
So how does this explain why he had decided to join the Allied Forces? To be blunt, it didn't.
The countries that housed in his own home already lived in constant fear of him, considering the numerous times they had witnessed "Mr. Russia's" vodka-fueled, cruel childlike moments (with some unfortunate souls being the victims of these bouts); so much that everytime Mr. Russia arrived home for the weekend, the manor demised into an ominous and grim silence. Which he never seemed to noticed anyway, and even if he did, he only concluded to himself that it was his air of greatness and authority that brought them to their knees.
Even if that didn't explain the reason he joined the Allied Forces, not even this would.
The four other countries that consisted of the Allied Forces never uttered a complaint when Russia joined their alliance, whether it was out of pure fear that he would crush their very souls if they tried to act out against him, or it was because they secretly believed they were lucky to have a country with such a great military power on their side. Their behavior was surprisingly much different than the way the countries conquered under Soviet Russia acted. They seemed to go on with their daily lives, regularly having pointless arguments with each other and never getting anything done in meetings. America pretended to play the "hero" as always, harassing England and leaving him deeply exasperated to the point where he lost his "gentleman" self and bombarded America with foul-mouthed scolding and insults. France was his usual dangerously affectionate self, always attempting to make inappropriate advances on others but failing, and China, who solemnly sat in the corner, complaining how "other countries are so immature, aru." However, Russia had a feeling that under that thin shell of eccentric normality, America was still secretly despising him for so-called "spying" on him with Sputnik and nearly giving the whole world a heart attack when the threat of nuclear bombs rose during the Cold War. France still thought of him as "cute and cuddly", but made not even a smidget of an attempt to show any type of affection towards him. England and China both kept their wary distances. It was quite obvious, no matter how hard the countries tried to hide it; they were utterly terrified of Russia.
So why did Russia stay? Maybe it was out of his pure sick enjoyment of seeing even his own allies cower in fear at his very presence, therefore giving him complete authority and dominance over all. Maybe he entertained himself by watching his so-called allies and in his mind he played tricks and ways of "looking at all of their stupid faces and pounding them into dust". Maybe it was just so he could get to know the other countries better, and secretly plotting ways of making them "become one with him", which would then help him take over all the countries and eventually world dominance. Or perhaps he just wanted to change his lifestyle and make friends for once.
But which one was the right answer? It could be possible that all were right in their own way. It could also be possible that none of the answers above were correct. In truth, we may never know.
However, there is one thing about Russia that is true:
He wasn't evil.