The funny thing about saying, "it's a just a game," is that that phrase can go both ways. Sure, there is, "it's just a game, why pretend I'm the Tsar." But on the other hand, there's the, "It's just a game, why not have some fun with it. And if person A enjoys pretending one thing and person B enjoys straight forward speak and person C only plays gunboat, who the hell am I to say any one of them is wrong."
Also, I tend to use the term for the countries leader as I don't know whether that person playing is a "man" or not. I, personally, tend to find it a little ridiculous to assume everyone on this site is male. Do I continue it for the entire game? No, it can get a bit tedious, but at first? Sure, why not.