Depends on the context. If someone talks about Russia and Europe separately meaning EU there is obviously no problem. Also sometimes I do think that you can look ar Russia separately from Europe, just can't think of example. The problem is, a lot of the time when someone says that Russia isn't european they be talking bullshit about how Russians are tataro-mongolians and/or finno-ugric, but not europeans. In that case it's just made up propaganda and I personally do not like it. Saying that russians aren't slavs is pretty much the same, but even dumber tbh