It struck me odd that we use the governing party for those two countries, but not the Japanese or the Italians. Nor can I think of any other recent examples of that (though I’m sure there are). Like WW1 or the Napoleonic wars. Why is it different for those two countries?
For the latter, Soviet is not only the correct national demonym for the period, but also an important ethnographic distinguisher from 'Russian'. The Soviet Union encompassed 15 republics at its height, Russia being just one of them, and ethnic Russians only encompassed approximately one half of the Soviet Union's population for most of its existence. To describe the forces of the Soviet armed forces as 'Russian', which was done by both contemporaries of the period and by laymen well into the modern era, ignores that Soviet society as a whole was one of the most ethnically diverse polities to ever exist, and that the Red Army had innumerable Ukrainians, Belarusians, Tatars, Koreans, Armenians, Kazakhs, Tuvans, and many more in its ranks who were not culturally or ethnically Russian.
https://www.endofempire.asia/wp-content/uploads/2015/08/0816.15-205x300.jpg
This man is a soldier in occupied Berlin. I doubt you'd convince many people he looks very Russian though. He's a Mongolian soldier.
The demonym of Nazi to describe the armed forces of the German Reich is probably more contentious, as it could describe the ideological nature of a fascist regime that covered many nations and grew to expand and incorporate hundreds of thousands of occupied subjects who similarly, were not Germans. There were many collaborating forces in Poland, Ukraine, the Baltic, the Balkans and so on who were certainly not Germans but nonetheless were integral parts of the Nazi war project.
So in short, to call either ethnonationalist signifiers like German or Russian is reductivist and diminishes the real lived complexity of the war factions. This doesn't really apply to the Italians and Japanese as they were far more ethnically homogenous, although this isn't universally true (there were colonial subjects in both armies and even white Russian emigres in the Japanese Imperial Army).