It is true that ancient Scythians are the modern Russians, but by extension most modern “Jews” are also Scythians from Russia.
Many (not most) Jews currently living in Israel formerly lived in Russia. But that doesn’t mean they’re of Scythian heritage. After the Romans conquered Israel, the Jews were scattered all over the world. For the most part those who returned are Jews who had been living in Russia for generations and had been denied the right of return to their ancestral homeland.