Does anybody know where his name comes from? as it is called Russian roulette and the OP asks whether any Russian has seen it being played, but chances are that it doesn't come from this country. Anyone knows whether it was really invented/popularised there? I think that this stupid game would've been more common between cowboys with their guns. Like the "Spanish flu", which had nothing to do with Spain, but was known by this name all around the world.
On the other hand, I agree that in most countries in the world it is forbidden (I wouldn't dare to affirm that it happens in all countries because I don't know every law in every jurisdiction), but where it is played, if the motivation is earning money, I think that we could say that it is a real (illegal) gambling game, where you do not put at stake your own money, but your life. And I don't think that to be considered gambling you have to put at stake your money, but something valuable in general (your car keys, your house, your cows, your wife/husband).
I don't really know, I guess that categorisation has more to do with what each of us understand by "gambling" rather than in a broad consensus of what the requisites are to be called by this name.
It has Etymology here,
The term Russian roulette was possibly first used in a 1937 short story of the same name by Georges Surdez, published in the January 30, 1937, edition of Collier's magazine:
'Did you ever hear of Russian Roulette?' When I said I had not, he told me all about it. When he was with the Russian army in Rumania [sic], around 1917, and things were cracking up, so that their officers felt that they were not only losing prestige, money, family, and country, but were being also dishonored before their colleagues of the Allied armies, some officer would suddenly pull out his revolver, anywhere, at the table, in a café, at a gathering of friends, remove a cartridge from the cylinder, spin the cylinder, snap it back in place, put it to his head and pull the trigger. There were five chances to one that the hammer would set off a live cartridge and blow his brains all over the place.[3]
https://en.wikipedia.org/wiki/Russian_rouletteBut not sure if this is really done in gambling because I don't believed it is, specially that lives are on the line. Maybe we can see it more in Hollywood movies very often as obviously they try to gloried it.