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> Is it cultural?

It's cheap. You need a few people and clever ideas rather than enormous capital. Russia has people and education.

It is partially cultural too, Stalin started it, he though knowledge was most important resource and he was right too.

The tradition of Russian espionage predates Stalin and, in fact, predates the USSR altogether.

https://en.m.wikipedia.org/wiki/Okhrana

During the Cold War, the USSR stepped up the size and sophistication of its covert operations and intel apparatus dramatically. But the Russians have always believed in espionage as an effective, asymmetrical advantage.

I would still put this into the cultural camp. But I tend to see culture as a reflection of many factors including social, genetics, generational (which includes technological which is itself influenced by the overall culture), evolutionary aspects, and competition factors (which positively influence evolutionary and social aspects vs -say- a dormant passive society), not just social factors which culture is typically view as a product of.

what country hasn't, ever?

There's a difference between theory and praxis that we need to consider here. Most countries "believe" in espionage; the Russians have always invested in it as a sort of national discipline. Russia 'specializes' in spycraft, you might say.

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