Very broad strokes, but here are a few examples that back up my argument.

• The USA is depicted as a place where many people, including world class chess players, live in poverty, for example Bennies apartment. Where as in the Socialist Russia (USSR), people are shown living in beautiful cities and in beautiful homes and eating vast amounts of decadent food
• Broken vs well structured systems, media and society. Systems in the USA are depicted as failed & broken. For example, the adoption system, corruption in the media and the lack of interest in the USA for chess. Where as in the USSR everything appears to run like clock work, the media and the people are very invested in the high game of chess.
• The deaminization of Christianity, the foundations of American society, freedom & free markets. In a scene with the Christian group, Beth Harmon refuses and disagrees with pro American things they want her to say while in the USSR. There are LOTS more pro socialist anti capitalist undertones in this series if you look.