Commented similiar thing earlier.
Well, technically Oleg Znarok is a German-Latvian (born in Russia though), the German commentators even mentioned that he and assistant Ilya Vorobyov are listed under German nationality in the official IIHF-documents for the recent tournament, so they kind of had a "foreign" coach already, even if it's merely technically
I agree with the general idea though. Russia is a great and proud hockey nation, it has no need for foreigners to take over the team. Sure, you can always find a foreigner who could teach the team something new, but it's not really something you do when you are a big nation yourself. There would be an outcry if such a choice would be made, and an even bigger one should it fail, no one would make such a risky move, as your career would be over if you made the decision to hire a foreign coach and it failed to work.
You might as well try to install a foreigner as German football coach, or with any of the bigger football nations for that matter. I still remember the outfall of England using Eriksson as coach, no one ever really warmed up to him. It's one thing to use a foreigner if you have an average to good team, but if you pride yourself to be one of
the leading nations, you just won't go for that.