My sense is that Westerners (mainly the US) are targets of the satire, not the Kazahks (who aren't Slavs, btw). I think Cohen's point is that Westerners are so ignorant of the rest of the world, that we're prepared to believe just about anything about people we consider to be "inferior", all the while having our own simplicities and prejudices exposed for the world to see. A lot of these things apply to the west in general. I think he's chosen the US as his satirical target because, with the present world political climate, its just easier. And the US is a much bigger market for him to make money in, as well.