This is a myth. Russia is just normal authoritorian country and unless you're literally working for local 3 letter agencies you can get arrested and put in prison. And since it's not Israel and there are no rules this can also apply to someone working for regime too like it's recently happen to owner of local cybersecurity company Group-IB.

Of course if you're to stay anonymous then you obviously have better chances to stay off radar in Russia than in US, but again that's only work until someone bribe local authorities to find you.