I read the telegram tweet. At no point did they say they built it, just that it was built a certain way.Click for the short article and read for yourself. Assuming the article is accurate, it sounds to me the Russian 'developers' are in fact taking credit for the robot dog itself, which makes me suspect the black cloth wrapped around the robot was there to conceal its true origin.
The longer RT article linked elsewhere specifically says that it was built with Chinese parts and technology.
Which sounds like the opposite of taking credit for the dog, and sounds exactly like showing off a prototype of a system that they built with what they could get their hands on.