Loyalty to the Russian Federation?

While I understand the motives for most of the recent Russian spies – basically, money and power – what I can't understand is Juan Lazaro's insistence that he's still loyal to "the Service" (i.e., the SVR, or the Foreign Intelligence Service):

He allegedly told federal agents that he was not born in Uruguay, that "Juan Lazaro" is not his real name, that his house in Yonkers, New York, had been "paid for by the 'Service' and, although he loved his son, he would not violate his loyalty to the 'Service' even for his son," he said after he waived his Miranda rights, prosecutors say.

What values exactly is he staying loyal to? As heinous and murderous as the Soviet Union was, at least they had nice platitudes that you could pretend they upheld. But the Russian Federation? What, does he just really hate Georgians or something?

My best guess is that it's just a bargaining tactic, but it sure would be odd if he really truly believed in Putin's Russia.