It's just a bullshit phrase we kinda are stuck with using.

'Ethnic russians' sort of implies 'not really ukrainian'. In my experience ethnic groups is something that people like to bring up more often when talking about non-western countries for like weird balkanization fantasies. Obviously there are and were differences between people who spoke ukrainian and people who spoke russian in ukraine. The biggest observable difference was in politics, you can very clearly see voting patterns between the regions with large amounts of russian speakers and ukranian speakers and I think there is something to the idea that people who speak a common language will become more alike even across borders and how those commonalities affect stuff like politics. But currently it's just this sort of liberal knife to make weird seperations.

But we wouldn't really talk about 'ethnic french' in a country like canada or the USA you wouldn't really talk about the ethnic britons in france or the ethnic swabians in germany because well it's silly even though I'm sure you could make them into an 'ethnic group' based on voting patterns and values etc. As far as I'm concerned ethnic xyz is often employed as a dividing tool not as model we can use to understand countries and people.