That's a really good point. The only thing I can think of is that these guys have been in America so long that they don't know he is dead and why he said Zhukov isn't what he once was. That doesn't work because you think they would know that in their embassy.
Marshal Zhukov's death was worldwide news, on par with Eisenhower, Monty, or any of the other main WWII commanders. The Soviet agents in our story would definitely have heard about it in American newsbroadcasts. At any rate, he was strictly a military man and later, Defense Minister of the Soviet Union. He never had anything to do directly with espionage, and was already retired from public life by the time these agents were recruited.
Unless the writers are going way, way off the real timeline--and I don't think so, they seem to be trying to stay pretty close to reality--this guy is just some KGB officer who happens to have the same last name as the famous general. Probably because a lot of people have heard it at one time or another and it'll sound less "foreign" than if they'd named him Podgorev or something.