You should not use 都 in "他们都是哪国人？" because this is a question and you don't know yet if "they" are *all* of the same nationality. (You might use 都 to express puzzlement or exasperation. Let's say you've asked if these guys were from Canada and someone said no. From Italy? No. From Uganda? No. From Poland? No. After all these negative answers, you might want to use 都 to ask something like, "So where are they all from?!" But this is probably not what you meant.) In the answer (他们都是俄罗斯人！), using 都 is optional, but it is a way of emphasizing that they're all Russian.

When you say 他们都是哪国人？， it means you want to know the nationalities of EVERY one of them? You are not sure that if they are from the same country.

no need to use 都 in this sentence! because if you ask 他们都是哪国人 mean you suppose all of them are from the same country, and they will only tell you one answer! if you ask 他們是哪國人mean "where are you guys from?" and you may get different answers!

It is not compulsory to use '都'. The only difference is the word '都' emphasizes all of them are from Russian.