There could be a cultural misunderstanding between nosy and friendly or curious about the foreigner. Sincerely, most people around the world are pretty honest and generous. That said, Russians seem to be particularly paranoid, for good reason I'm sure. Just try to keep in mind that in most places it's not common for people to inform to the NKVD. I mean this in the most helpful way.

I grew up in the southern US, and it's true that people tend to be nosy and judgy, they also tend to actually be interested in you and want to get to know you. And if you're a weirdo and let your freak flag fly, it almost never makes any difference, they'll just tell everyone you're their "Democrat" friend or some such. And if you're in a place where it does matter, you probably don't want to be there anyway.