What's really stupid is what set it all off. I believe he was sharing videos of him and his family on holiday, one of which was a trip to Karbala in Iraq, and in one of those videos he off handedly said something like "wow, this an amazing city, to me it's the most sacred/holy city after Mecca and Medina". To Sunnis, that place means nothing, to Shias, it is an important holy city.
That was enough for him to be sent hundreds of death threats, and even some by post to his former home. A lot of them written to his wife as well. That was enough to renounce his citizenship and claim Azerbaijani citizenship through his father (father is Azerbaijani, mother is Russian, born in Kyrgyzstan). Of course, the thought of having a top athlete representing Azerbaijan was too good to pass up, so he got it.