This is just a casual observation, but is loosely based on having watched hockey since the mid-1980s.
My feeling is that Russian players IN GENERAL (obviously numerous exceptions, as with anything) stick more to their learned, or their individual, style of play when they come to the NHL, whereas Scandinavian players (esp. Swedes) seem more easily to adapt their games to the North American pro-style.
Thus, when Russian (and/or ex-Soviet) players were put into ideal situations where they could flourish -- i.e., with a bunch of countrymen (the 'Russian 5'), or on teams whose systems already suited their learned styles, or having a team built around them (Ovechkin) -- they would show their talent in its full, and generally succeed. However, when Russian player are brought in one at a time to NHL clubs and expected to adapt to an unfamiliar coach/system, my impression is that it is/was harder for them to do so.
By contrast, my casual observation is that Swedish players in particular -- maybe for cultural or practical reasons? -- seem to more easily adapt to what is needed, even when they're on an island (with no other Swedes).
I'm not entrenched in these opinions and I could be very wrong, but that is just my casual observation.