Assuming he wasn't caught, exactly how was Oleg going to get the message back to Moscow? Certainly not through the Embassy. Not through Claudia. Polly the telephone switchboard operator? By shortwave radio?
So, how could he tell Stan how to get the message out without fingering an operative. Must be shortwave radio. He can give Stan the frequency and times and not expose anyone else. Stan can then agonize over what to do.