We can assume that the photograph was taken by Alexandre Zinoviev, who would have given Picasso a copy. It is somewhat surprising that he does not appear in the photograph himself to mark this almost historical encounter and Picasso's presence in his studio. Zinoviev frequented the same cafés and brasseries as Picasso, and Picasso was acquainted with the Russians. However, his name does not appear in any of Picasso’s biographies.
Might Zinoviev have sent this photograph to Russia, as part of his reports as a secret agent? It is not out of the question, because it is likely to have been taken for a reason.