You are either at war or you have open borders. Are you sure you don't have OB? Go to the Trade screen and mouse hover over the Open Borders item.
Yeah definitely sure. Open borders was an option in trade. Weren't at war either. Only thing I can think of is we had open borders once about 300 turns before this point so it might have kept renewing but as I said it was available for trade. I was also keeping an eye out for when trades ended and I can't recall open borders with Russia having ended before she settled those cities near me.