The rules are associated with Moscow because the city developed a reputation as being a particularly harsh locale for clandestine operatives who were exposed.
Agent Tony Mendez wrote:Although no one had written them down, they were the precepts we all understood for conducting operations in the most difficult of operating environments: the Soviet capital.
By the time they got to Moscow, everyone knew these rules.
They were dead simple and full of common sense.
[1]In the International Spy Museum in Washington, D.C., the Moscow Rules are given as:[2]