It really depends on the sanctions. A bank that does maintain bank accounts for nationals from sanctioned countries might have lots of additional work to do (proofs of identity, paperwork, regular monitoring of accounts, special reporting requirements, etc.), while typically being subject to anti discrimination regulations (which typically apply to individuals) that it might be easier/cheaper to do summary rejections of nationals of specific origins. In Germany there will be always one bank account type and bank that is open to you (Basiskonto), but this mandatory offering does not apply to bunq.
While all this might be unfortunate in the individual case, this is just the way sanctions are supposed to work. If anything, you might want to apply for PR or nationalisation to get around that AND/OR blame any friends and family in Russia that have in the past or plan to support Putin and allied parties on the ballot box. In the short term, I really recommend to get some non-Russian document.
