Russia is traditionally regarded as belonging to Europe. (I couldn't reply to your comment for some reason.)
Culturally (and politically) that is true, yes, but geographically what Duolingo said is just wrong.
What does it mean to be culturally in Europe? Asia is not a monolith culturally. Since Russia is geographically in Asia, would that make their cultural part of Asian culture? (I'm not arguing, just asking for your thoughts)