Isn't socialism what they had in Russia, or in China or Cuba, or in Sweden?

No. Socialism, as understood by the World Socialist Movement, was never established in any country. A short definition of what we understand to be socialism:
a system of society based upon the common ownership and democratic control of the means and instruments for producing and distributing wealth by and in the interest of society as a whole.

• If there are wages and salaries, it is not socialism.
• State ownership is not socialism.
• Social programs are not socialism.
• Socialism means democracy at all levels of society, including the workplace.
• Socialism means a wageless, moneyless society.
• Socialism means voluntary labour.
• Socialism means free access to the goods produced by society.

With this understanding of socialism, the Socialist Party of Great Britain noted in its journal, the Socialist Standard (August 1918, page 87), that the supposedly "Marxist" Russian Revolution of November 1917 was not socialist.