Why do we have bio labs all over the world? If they are beign, why are we worried about Russia getting ahold of them?

As long as it is not the gain of function stuff like they were doing in Wuhan.  

Are we still looking for a cure for small pox and anthrax? Those are reportedly used at the Ukraine labs, among other things as well. 

So I suppose Ebola and AIDS were cooked up in an African biolab?
Zoonotic transmission happens, established fact. People earing bats, armadillos and other animals which aren't supposed to be food in Wuhan did that.
If a hitherto unsuspected variant of the diseases stored in those research facilities was to emerge, testing of potential vaccines/cures would begin on the known variant. That's how we got a head start on the SARS-2 vaccine, they had already developed one for SARS-1, the pandemic that wasn't.
However, those things could also be weaponised. If Ukraine was planning to do so, they already would have.
And if you naively believe that the US isn't doing exactly the same thing, I have this bridge in Brooklyn you might be interested in buying.

Do not put words in my mouth.

I mentioned...small pox, and anthrax. Are we still working to cure them? If not why are they in our biolabs? The Bubonic plague as well...

Ah, you still believe SARS-2 came about naturally...that's so sweet.    It came from Fauci in Wuhan. 
Yes, that is exactly how we got a head start on the vaccine. Too bad we did not make sure it was safe. 
SARS-1 is also how scientists knew HCQ and Ivermectin work against SARS2....they also worked against SARS1. 

Not only did peer-reviewed studies of both drugs demonstrate them to be INEFFECTIVE in the treatment of SARS- 2, the former has also been shown to cause cancer in mice. Obviously they're not testing THAT on humans, but that is why its use has been all but banned other than in specific, carefully controlled situations on certain types of malaria. Including in Australia, despite what FOX is telling you.

I'd be surprised if every nation with a biolab wasn't researching anthrax for possible cure/vaccine.
Anthrax can be made in a "garage lab" with simple instructions found on the internet.  That's why it's so feared as a bioweapon.

So why small pox and the plaque? Small pox has been irradicated.
 

If a variant pops up, or a new type of cow pox zoonotically transmits to humans and turns out to be nastily different (the original smallpox vaccine was developed from cow pox, it's why dairy farmers never got smallpox), it's there to test new drugs on.

There are supposed to be 26 biolabs in Ukraine alone.  I agree they are doing things that are illegal in the US.