That's a good observation. Yes, maybe it all started with them.
I can only remember it from the 1980s and onwards, but back then, most of the singing was not in English.
It's a tradition. All my life, for example, it's been there. Eurovision is not just the singing competition though, it's the old organisation that all the state TV channels had (have?), for broadcasting big European events together. Back when most countries had only a couple of channels or so. I don't think Russia was in the competition prior to 1990s, so it might not be a tradition for you, so much. I watched it absolutely every year with my friends and family in my childhood.
Also, earlier, each country made a presentation about their own country before their song. That was part of the show, and could be quite interesting, and the voting itself was a bit of a spectacle too.
Eurovision's traditional melody and logo. You sometimes hear it before sports events and other events: