why do fans think Antonin Dolohov was a student refugee?

This is mostly because Dolohov's name fits that of a Durmstrang student, born in Eastern Europe, than that of a Hogwarts student born in the UK. It is also more in line with named Durmstrang students and alumni, such as Igor Karkaroff and Viktor Krum.

From the HP Wiki and Wikipedia: (paraphrased)

Dolohov is a surname of Russian origin. It is the name of a minor character in War and Peace, by Leo Tolstoy [a prominent Russian novelist]. Antonin Dolohov's name likely comes from War and Peace's Fyodor Ivanovich Dolokhov: A cold, almost psychopathic officer, he ruins Nikolai Rostov by luring him into an outrageous gambling debt (by which he, Dolokhov, profits), he only shows love to his doting mother. Fyodor Dolohov is brave, but cruel and vindictive, though he is caring toward his mother and sisters. Dolokhov is also described as "psychopathic" and " a seasoned dueller and ruthless killer".

Antonin is the French or Czech version of the name "Anthony". The name is derived from the Latin Antonius and Antoninus. Antonius was the name of a prominent Roman family whose members included soldier and politician Marcus Antonius, more commonly known as Mark Antony. Antoninus was the name of another prominent Roman family whose members included Emperors Antoninus Pius and Marcus Aurelius Antoninus. Mark Antony is also a major literary character in two Shakespeare works, Julius Caesar and Antony and Cleopatra, where Atony voices the famous speech "Friends, Romans, countrymen, lend me your ears", from which arises two famous quotes highly relevant to Voldemort himself: "The evil that men do lives after them; The good is oft interred with their bones" and "Cry 'Havoc!', and let slip the dogs of war". Antonin Dolohov himself is one of Voldemort's "dogs of war".