You are not wrong. There is confusion about the word "Russian". There are Russian nationality and Russian ethnicity. These are different words in Russian language but one in English and often confused (native Russian speakers add to that by misusing word "nationality", which, in Russian, means "ethnicity"). One can become a Russian national through immigration but one cannot become an ethnic Russian, obviously. Newspapers would not refer to anyone as ethnic Russian (русский) and use only nationality (россиянин) even for ethnic Russians. As for Stalin, he wanted to call himself (ethnic) Russian and it so happened nobody could object at the time.