Russia is a state that has occupied at 7/8 European countries in the last century.
Judaism is a somewhat vaguely defined cultural/religious grouping.
In European history the last large scale attempt to blur the distinction between race and state ended with attempted genocide. It's somewhat distasteful to continue repeating that mistake.
I watched the TV series and it was actually remarkably sympathetic towards the Russians involved. The Russian government obviously wasn't very pleased with it, but I doubt the EU were either (it portrays neither state in a good light).
The way America treats Russia (in TV, movies and the media, where it's the bogeyman du jour), on the other hand, is vastly different and arguably quite russophobic.
Would you reply with the same "So you're saying that a fictional show is... fictional"?