As described in a New Yorker article on McFaul:
How did McFaul reconcile his desire to study at Oxford on a Rhodes, the interviewer inquired, with the fact that its benefactor, Cecil Rhodes, had been a pillar of white supremacy? What would he do with such "blood money"?
"I will use it to bring down the regime," McFaul said.
McFaul kept his cool and he got the post-graduate scholarship to Oxford, which goes to well-rounded young superstars, also including Bill Clinton, Cory Booker, Naomi Wolf, and Terrence Malik.
Not every applicant gets questions about Rhodes' racist views, but shock questions are standard protocol. As a guide from Vanderbilt University advises, "[S]ome questions may be tossed out just to see how you respond under pressure. So are some 'looks': shocked, disappointed, surprised, or sneering expressions from your interviewers don't necessarily register true feelings."