The politics might be milder than you're thinking; some people find it awkward for a country to be partly in one continent and partly in another. Russia obviously can't be included in a map of Europe - only the European part of Russia would make sense. (As, indeed, you advocate.) If you're making your map by including countries, as opposed to regions, you'll have no choice but to leave Russia out.
A similar issue of confusing continental boundaries, political boundaries, and ethnic boundaries can be seen in the various claims that e.g. Cleopatra was black. The logic goes that Africa is populated by blacks, Egypt is in Africa, and Cleopatra was the queen of Egypt. (You see the same thing about various Berbers who were active in the Roman Empire.) It never bothers these people that the words "Africa" and "Africa" in those three correct claims do not mean the same thing, or that Cleopatra was not an Egyptian. She was notable in her day for being the first (and last) member of her dynasty who was able to speak the Egyptian language.
There are complexities there too; she was an offshoot of the Ptolemaic dynasty established by one of Alexander the Great's generals. One of the diplomatic triumphs of Philip II (Alexander's father) was getting the rest of Greece to allow Macedon to participate in the "panhellenic" ["all Greece"] Olympic games. So roughly 400 years before Cleopatra's time, the more southern Greeks would have turned up their noses at her claim to be Greek. (Though in that case, the Macedonian language was quite obviously a variety of Greek, whereas the Greek and Egyptian languages were completely unrelated.)