/u/restricteddata went into the nomenclature of Tsar Bomba here. The long and the short of it is that the Soviets never called it that and the term arose in the West after the Cold War. Such creative naming of weapons is not without precedent, for example the US naval historian Samuel Elliot Morrison coined the term "Long Lance" for the Japanese Type 93 torpedo because he felt that such a significant weapon deserved a more fitting designation.