They did start the war using Zapp’s “Element of Surprise” tactic. In Futurama, Zapp explained that the key to victory was the element of surprise. Then he yelled surprise, opened a trap door, and dumped his soldiers into an active battle zone.
Russia, told their soldiers that they were just doing patrols until they had crossed into Ukrainians territory. Then, they let the troops know that they were actually in a war (or whatever nicety they called it early on). “Surprise! You’re getting shot at now!”