Spot on lol Its always been like that Jiglo, and for as long as i can remember countries in and around turkey/cyprus/greece etc are classed as european, i presume kazakhastan is the same.
I think it's a bit of wierd one as to which countries are in Europe.
Russia are in and that country extends further east than Thailand or Japan! So if they're in so are all the former Soviet republics as well - Kazakhastan, Ukraine etc.
Greece have definitely always been in Europe, and Turkey has always had the ancient border between Asia and Europe so they can choose (and I'd deffo choose Europe over Asia if I was them).
The wierdest one is Israel though - it's deffo in the Middle East but they can't play with the countries around them casue they've pissed them all off too much so they're in Europe (including the Eurovision and Uefa etc).
The group stages have definitely always been based on locations; South America, Europe etc, although the highest placed non-automatically placed teams (3rd place in their group or whatever) can play in a play-off with someone from a different location.