The magazine did not make up locality lol.
In theoretical physics, quantum nonlocality refers to the phenomenon by which the measurement statistics of a multipartite quantum system do not allow an interpretation with local realism.
They literally did prove, and was awarded for, showing that the universe is not locally real.
Edit. To be clearer, realism means
the assumption that measurement outcomes are well defined prior to and independent of the measurements.
This can explain it better than I’m able to:
https://www.scientificamerican.com/article/the-universe-is-not-locally-real-and-the-physics-nobel-prize-winners-proved-it/
How does it make sense? There aren’t any Americans fighting in Ukraine. And Russia are the ones that said they’d win in two weeks.