We don't know yet. We don't even know if she is in fact Russian, that's just people speculating. Sure, she drops a couple of Russian words, but she speaks six languages, it's bound to happen. Natalya might have a Russian heritage as a name, but one of my relatives is named Natalya and we have no Russian heritage in our family whatsoever, so that in and of itself is not proof of her ethnicity.
Personally, I think the whole thing is a red herring by the devs to make us think she is a Russian spy, it's too obvious and she's a pretty bad spy if she is. A real spy wouldn't drop any clues as to what they were up to and any suspicion would be on someone you least expect, like Jasmine or Patricia. But I know there are many people that disagree with me.