To be russian is ethnicity, to be "rosiyanin" it means to be russian by "passport", in russia they have those distinctions. Not to mention bloody history Russians and Caucasians had. Also both Russians and Caucasians would most likely disprove calling caucasians russian.
Now i wouldnt care but since UFc want to make an event in Russia they need to know those things. Am not saying they will fail the event with "russian" fighters but they will not do as good as they would do russian-russian fighters.
I found this one on Sherdog, they were discussing a new "Russian" MW prospect Adam Haliev. I decided to post it because it sums up the general consensus of calling everything out of the Caucasus Russian.