The Russian website directly violates the applicable copyrights. They are making available copies of the music without permission from the copyright owner, and without providing appropriate compensation. Several WTO and WIPO treaties guarantee the applicability of copyrights internationally, and Russia is a signatory to those treaties. Therefore, the copyright laws apply within Russia, despite the fact that Russia neglects to adequately enforce the copyrights, contravening international law.
So effectively, by purchasing on that Russian website, you are participating in a violation of the law, rewarding law-breakers by giving them your money, opening your credit accouts up to whatever abuse such law-breakers may eventually use your personal information for, and perhaps most troubling, you're depriving the artists who's work you allegedly regard positively credit for the good work they've done.