Those are indeed internationalized domain names (IDNA) as resolvable by your browser.
DNS on the other hand never uses these names directly, as it is restricted to a subset of ASCII.
In order for IDNAs to be usable by DNS, they have to be converted to their Punycode equivalent, e.g.
банрек.русis equivalent toxn--80abnuns.xn--p1acf
Depending on your browser, you might actually see the URL change to its Punycode equivalent when entering and submitting an IDNA URL.
As the lists are meant to be domain names for filtering at DNS level, I'd assume that it would be the list maintainer's job, rather than Pi-hole's, to provide the Punycode names in the first place.
Having Pi-hole do the conversion would mean to mutiply the effort for Punycode conversions by number of Pi-hole installations times building the gravity when using that list.
This would not only be a waste of ressources, it would slow down gravity creation as well.