Sort of similar to the white coating on a blueberry where touching it leaves a mark. I don't think I've seen this on any other Russula or other mushroom I've come across and was wondering if there is a term for this. If I was smarter I'd have put it under the scope to take a look at the very surface. I don't think it was just dust from the road because this was found well into the woods and the roads weren't particularly dusty that day.
It's really common give up on Russula because of how impossible they are to get to species but you can learn to get them to section/group which I personally find worthwhile. It helps if you enjoy eating them like I do, I spent a lot of time figuring out how to ID Russula olympiana and the other PNW xerampelina group species because of how much I like using them to make vegetarian fish broth.
The cap colors are often misleading as you noted but in many cases there are undertones you can learn to look for which are more consistent. For example, R. olympiana has this specific burgundy undertone mixed into whatever primary color the cap decided to be so I can usually tell before picking a Russula if it's possible for it to be R. olympiana or not. R. olympiana, R. emetica, and R. americana can all be "red" but they actually can't be the same shade of red if that makes sense.