Essentially lack of denial. Weird mix of 'Utkin was undercover among Nazis' and 'to fight Nazism one needs to try it himself'. By the way, Bellingcat claims that Utkin has a minor position in Wagner.
I'd imagine if they recorded an audio answer they were not being serious, so makes sense you found it weird. Bellingcat claims a lot of things with no evidence, it's not a serious source IMO.
