I've never heard of this before and think it is either outright fabricated or just another one of "Stalin is evil, so anything bad I hear he did, he probably did" myths. The "funny" thing is, you don't need to make anything up to think Stalin was terrible.

Mark Edele has written a book about Soviet Veterans (Soviet Veterans of the Second World War: A Popular Movement in an Authoritarian Society, 1941-1991. Oxford: Oxford University Press, 2008.) and there isn't even a hint that something like this happened. The first third of the book is about the reintegration of Soviet soldiers into society and there simply was no mass murder of Soviet troops that had marched to Berlin or elsewhere in "the West."

Podcast in question is "Until I Lose Interest" by David Taylor and it was the guest in the latest episode who said it.

EDIT: Guest's name is Irina Skaya