You can add money laundering to the country's problems; it's a problem that affects banking worldwide. Yes, there are plenty of reasons to not want to live in Russia.
Having said that, I think the difference is in the direction the western governments and Russia are turning. Russia has already hit bottom; at least at the government level, they recognize a natural law (at least as far as their actions surrounding the homosexual "marriage" indicate).
We haven't hit bottom yet (although we're moving quite quickly in that direction, so just be a little patient); our government is at the stage where it sees no need to recognize any natural law.
The truth is, there is probably more protection for religious beliefs in Russia than in many of the western countries.
I find your last sentence stunning, but from what I read it is also correct. Russian would be a very difficult language to learn ( I have tried). Perhaps this country will have more respect for religious freedom after we hit bottom and stay there for a while. This is my thinking. It's like the old saying about there being no atheists in foxholes during war. But I do not think I will live to see that day for it is too far off.