Because it serves their interest to say so, regardless if it's actually true. Russia is a welcome target and it's basically impossible to prove who's reponsible for a hack like this (the korean symbols in the Fancy Bear's website's [1] source code are cute though).
Also, that's how media works these days. One press release to Reuters, and all the newspapers publish the same "facts".
That being said, I think it's fairly plausible that some actor with relations to Russia would publish documents like these.