Shaman, 33, and Mizulina, 41, recently launched a new political party called We, just weeks after they kissed on stage to announce they were in a relationship. The party takes its name from one of Shaman’s songs, a bombastic ode to the Russian nation that contains the lyrics: “God is with us! Forever united in our blood!” The video for the song, which features Shaman marching around Red Square in black leather and an armband in the colours of the Russian flag, has been compared by critics to Nazi propaganda. Shaman said he had gifted the political party to Mizulina...