I heard the same thing, but the version I heard was Churchill, not Stalin.
The way I heard it, someone asked Churchill why Britain had not attempted to have Hitler killed, to which Churchill said: “Why would we do that? Hitler is one of out best assets! God help us if he should listen to his generals!.” Or something like that.
Britain did assist the German officer corps in its efforts to kill Hitler during the war. Unfortunately, the bomb Britain supplied to the Germans to explode aboard Hitler’s aircraft failed to detonate. Numerous other attempts to assassinate Hitler before and after the war by civilians and the German military failed in every attempt. One of the factors which helped Hitler escape assassination was his habit of changing his habits and schedule to foil assassination attempts.