I imagine the documents contain internal investigative methods and sourcing that, even if those people are dead, would compromise even current relationships this country and these groups (CIA/FBI) share with other foreign entities.
And you could be right. Oswald traveled back and forth to the USSR and spent what, 5 years over there? IIRC, the public understanding is that he was “rejected” by the USSR and never could find a place there, so returned. It’s possible that he was much more than that and yeah–if it were revealed that Oswald was actually acting as a direct agent of the USSR, that would be very bad, even today.