In dialogues such as the following, the present perfect is not impossible:
A: Mary has left me. I seem to have forgotten how to treat women properly.
B: Did you ever know/have you ever known how to treat women properly?
A. I don't believe that my country is a true democracy any more.
B. Have you ever believed/did you ever believe it was a true deocracy?
I think your student's sentence would be possible with 'believed' . One of the reasons for rejecting it in is present form is that you cannot 'know' a fact for a time and then 'not know' iit. You can forget it, but that is not the same as not knowing it. For this reason, I believe that the past simple form 'Did you ever know that Russia was ..' is also highly unlikely. In my first example, 'knowing how to behave' implies not only the knowledge, but putting it into practice.
'Have you ever known him to behave well' is possible, but 'know' here has a different shade of meaning.