I discovered this article in the Australian Stamp Monthly (June 1, 1944). It describes how Roosevelt used his stamp collecting as an escape from the stress of his wartime duties:

President Roosevelt, “America’s #1 stamp collector,” an enthusiastic hobbyist, turns to his stamp albums for relaxation and recreation from the pressure of wartime work.He has been a collector since he was seven years old.

With the unprecedented claims upon his time since 1939, many felt he would forsake his avocation. The writer, however , learned directly from the President that he is more dependent upon his albums now than ever before.

Mr. Roosevelt explained that whenever his mind is wearied by national or international problems, he simply drops what he is doing, turns to his stamps for a while, “plays” with them, either by mounting new acquisitions or in just examining pages already filled.

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Within an hour, his mind, so completely intent upon the designs, colours and historical significance of the stamps, is relaxed and refreshed. and he can again tackle matters of state.

Although Mr. Roosevelt has been interested primarily in the stamps of Hong Kong, Haiti, Argentina, Uruguay and the Roman States, his present proclivities concern themselves with the accumulation of letters mailed from field post offices throughout the world.

He opened his desk and showed the writer a letter a soldier had sent him from Egypt, and though it was an item such as many people receive every day, Mr. Roosevelt displayed it with the same enthusiasm as he might manifest were it a rare “Mauritius Post Office.”

William D. Hassett, one of the President’s secretaries, explains that a stamp album is always included with Mr. Roosevelt’s personal belongings when he makes a trip away from the White House. He said that an album accompanied the President to both North Africa and to Mexico.