The 'training mission' trope is as old as the Red Army and it's bullshit.
They pulled the same shit in 1956 when they got captured by the Hungarians and in 1968 when they invaded Czechoslovakia: 'We were told it was a training mission'. This is straight-up a survival tactic for the prisoners. They're playing dumb and acting innocent. It's impossible not to know by now where, what and why you are doing in a foreign country, in a fucking military convoy.