I might be wrong, but I think in the context of discussing Russia it is pretty standard to use the word Europe, assuming 'Europe, excluding Russia/USSR'. Specifically I was talking about a typical flight to a EU country for business/tourism.
It's interesting to note that that the Eurovision song contest includes Russia, Israel and central Asian states, including even Azerbaijan. Perhaps this is an example of soft power projection from the EU "project" of a political union and the creation of a supra-national state...
Azerbaijan is not in Central Asia, it's on Caucasus.
You may be right. It's often described as being at the cross roads of east and west. It's north of both Iraq and Iran which for most people would not be Europe.