I love it when people doing bad things get busted by statistical traces they didn't even realize they were leaving. There is a lot more room for this kind of detective work.
And it's not really a matter of people doing bad things, it's simply the general public voting for what they like. It doesn't have to be political at all; maybe people just tend to like songs that are culturally close them.
Look at the graph: Ukraine and Russia vote for each other a lot, despite their political friction.
Political friction might make some members of the 2 million strong ethnic Ukrainian diaspora in Russia more inclined to make gestures of support for Ukraine in television song contests, for example. That public vote from within Russia doesn't get cancelled out if a much larger segment of the Russian public finds songs alluding to Stalinist annexation of the Crimea and repression of the Crimean Tartars actively objectionable.
Voting isn't just by popular vote, though.
Each country has a jury which allocates half of the votes and the other half are allocated based on televoting.