Well...They lived in the Soviet Union. What else were they supposed to do?
All joking aside however, Chess has a long history within the Soviet Union, from the very beginning. Prominent Bolshevik leaders, including Lenin and Trotsky, were very serious about their chess. It really took off however, in the 1920s and 30s, where State sponsorship and organization of chess leagues led to around half a million registered amateur players. The Soviet Union had around half the worlds players, so its unsurprising they also had around half the worlds champions, or Grand Masters as chess calls them.
More generally, the Soviet Union sponsored chess players en masse, and promoted the game as another means of competing with the West. This tradition has carried on through the post-soviet states, leading to the surprisingly large numbers of professional chess players we see from former Soviet countries today.
Source: David Shenk, The Immortal Game: A History of Chess, or How 32 Carved Pieces on a Board Illuminated Our Understanding of War, Art, Science and the Human Brain, (New York: Doubleday, 2006).