People have been talking about this on Reddit and listicles for years, but it was news to me.
Americans evidently lean. Given the task of standing in one place, we can’t go five minutes without support. In fact, we lean a particular way.
The posts on this topic always mention that the CIA has to train American spies to stop leaning, but they never say that the KGB has to train Russian spies to start leaning.
If you are American, go ahead and try it. It feels perfectly natural. (IF YOU HAVE POCKETS. If you have no pockets, you must cross your arms.)