Both the US and the USSR had very little to lose at the scale of their economies investing in "out there" research. At worst it cost money. It had potential to lead to unexpected discovery, mask other more serious work, or in an extremely unlikely universe provide a "missile gap" class advantage.

The guy was a professional animal trainer. The soviets had dogs trained for war. Who knows what other side benefits he might uncover in animal behaviour?

Clowns are taken very seriously in some cultures as licenced lords of misrule. Soviet circus acts toured the world in my childhood in the sixties. Projecting modern aesthetic on what he did before this work would be counter-productive. The British employed Maskelyne, a well known illusionist in their camouflage unit in the middle east. He made inflated claims about some mirror and light trick defending Cairo, but searchlights absolutely were used in wartime for offensive and non AA reasons.

Personally, i have never believed PSI and assume almost all animal communication is "clever hans" but non communication animal intelligence research has confounded much of what I think about animal reasoning. Just not what I think about PSI.