As this is a farce, the intent is to reenforce the hilarity of the characters' backstabbing and political maneuvering.
The Death of Stalin misappropriates Latin-looking Cyrillic letters to make Soviet propaganda posters and NKVD documents legible to English speaking audiences.The History Channel's documentary Russia: Land of the Tsars.Some of the signs in Repo! The Genetic Opera use the 'Я' and the 'Д'.The Hunt for Red October displays this, including a mislabeling of the sub itself.The opening credits of Red Heat, where Arnold Schwarzenegger plays a Soviet cop.The sequel isn't much better, being subtitled the Suvsyequeit Moviyefilm.
As opposed to the original TV show where the Cyrillic subtitles were nonsense ("Borat" was rendered as "Ishfke" for example) and made by simply typing on a Russian keyboard setting (which have a completely different layout than QWERTY).
The titles in the movie itself used (mostly) correct Cyrillic.
"Ё": (yo not just a fronted/raised Е with a Heävy Mëtal Ümlaut).The number of Cyrillic letters that look similar or identical to Latin letters or numbers but represent slightly or entirely different phonemes doesn't help either: X: 'Ж' (zh) (pronounced like 'plea sure').W: 'Ш' (sh), 'Щ' (shch note well, scht like in schtick in Bulgarian).A: 'Д' (d) note even though (or more likely, because) the Cyrillic A is identical to the Latin A.