What would you do if you were a teen in high school, during the gung-ho "F' the reds" early Reagan years, and found out your parents had always been KGB and you were their cover?
I think Stan thinks something too. He suspected them from the very beginning. He may turn, remember the KGB has turned some high level FBI agents before. ( Robert Hanssen
Of course they wouldn't have them get caught as it would end the show. Because of this I think it is likely that Stan will turn. He is going to figure it out, and Nina will be successful in bringing him over.