That’s a very interesting point, actually.
Many historians and philosophers (with Spengler and Toynbee included draw lines of civilisational separation not along ethnicity as such but along deeper cultural traits like Catholicism and Orthodoxality. Oswald Spengler wrote that Europe as such (European civilisation) ends on the banks of Vistula. Look, Western and some Southern Slavs find themselves within the boundaries of dominating Western culture while Orthodox East Slavs and Southern Slavs form civilisation of their own which is separate from W. European. It might be characterised as the further development of Byzantine civilisation or East European civilisation which is not quite European in the strict sence of the world but also not Asian, of course. It is simply “Byzantine” or Orthodox civiliasation. Hence, we may also trace back all those ideas of Eurasianism ascribed to Russia etc.