As others have said, identifying a state actor is a feature, not a bug. However, what others have neglected to point out, is that it's unreliable - and that is a feature, too. We can't easily identify the state actor. Polonium-210 pointed at Russia obviously, but Russia has also utilized dioxides (vs. Shchekochikhin), and opioids (fentanyl) (to wipe out the hostage-takers in the Dubrovka theater).
The result is that Russia sends a message: we will reach out and kill our critics and defectors.
Bullets don't have the same effect: a critic dies in his sleep. Was it a drop of fentanyl? Maybe. Maybe. The absence or presence of poison will be speculated on; the absence or presence of bullets is clear-cut.
Through the use of poisons which vary in their ability to point the finger at Russia, any death of a critic that could plausibly be linked to a poisoning now raises the specter of Russian intervention. The result is that their psychological warfare is extended far beyond their actual reach.
The KGB/FSB has always had a very significant attention to psych-ops. Their actions should not be interpreted strictly at face value.