1. It is generally viewed as safer to keep large amounts of money outside of Russia. This is both because the Russian economy is bad, and because organized crime is a huge problem inside of Russia.
2. Russia and Russians have large shortages of things that can easily be bought outside of Russia. Once bought, they are fairly easy to smuggle back into Russia. But first you need to have money outside of Russia.
3. Russians like vacations. Getting yourself out of the country is easier than getting your money out of the country.
Wouldn't most Russians need money in Russia? What am I missing?