Russell was muscular ahead of Max Verstappen at the start of Saturday’s sprint session, but after recovering during the safety car, the Dutchman overtook him heading into Turn 1.
While the move was made without DRS activated, Red Bull’s speed on the straights has been a focus of attention for rivals throughout the season.
“We know what the speed difference is,” Russell said when asked by Autosport about Verstappen’s pass.
“I think it’s not even a joke that we believe we can close the rear wing completely and Red Bull will still be faster than us on the straights.
“So we don’t understand what they’re doing. They’re clearly doing something incredible … something very, very tricky.
“Thank you for everything they did to achieve this straight-line performance.
“But especially with DRS, as I said, we believe we can take the rear wing off completely and they’ll still be faster than us. So it doesn’t add up on our side.”
Asked if he could have done more to stop Verstappen, he said: “Yes, of course, you can always do better.
“But the fact is Max isn’t my fight in that position. He’s always going to overtake at some point.
“You need to pick your fights, and I picked mine on that restart. He didn’t start the game.”
On a positive note, Russell admitted that Mercedes looked stronger in Baku on Saturday than they did in qualifying for the Grand Prix on Friday.
“Overall, as a team, we seemed to be playing better as the weekend went on,” he said.
“We saw that a lot last year, on Friday we were a bit behind, Saturday was better and even throughout qualifying; in the first quarter we were around P10.
“Q2 was a little bit better, Q3 was a little bit better. Yesterday, I was just on the wrong side.
“If I had been five milliseconds quicker in Q2, maybe I would have qualified P5 in Q3. So yeah, it’s a bit of a shame. But I’m glad we got it back today.”