I'm not convinced "that sucks" is a reasonable way of describing what essentially amounts to people transferring vast amounts of wealth from an ostensibly unfriendly state to the US. This seems like something US authorities ought to encourage.
It's not just what the oligarchs are doing. You need to think about what happens to the people as well.
It can be true that a pragmatic relationship with "dirty money" has played a role in making London as desirable as it's today, but that would be a success story rather than a negative side effect as you suggest.
Dirty bad evil russian money was invested into wine, driving up prices?
And if your henchmen can't get toys and flats for themselves and their kids then you may be left without any henchmen. If really no bad money was accepted in the west then dictators' houses of cards fall apart quickly.