A very common thing for humans to have. US, UK, France, Spain, Portugal, Italy, Germany, Belgium, Netherlands, Japan, China – to list just a few countries which have a lengthy history of it, there are many more–and some will question whether some of the countries I have listed have really moved beyond it. (I'll even say my own country, Australia, has a decent amount of it – even if the form it takes looks rather different from that of some other countries.)
> 'Security Council' is not that important.
> Nukes are actually not important
> Their 'former empire' is not relevant
I think all these things tie into national attitudes and culture. Many Russians remember when their country was one of the most powerful countries in the world (at the height of the Cold War, arguably second only to the United States, and the Soviets even managed to beat the Americans at some things); even for those too young to remember it, it was a large chunk of the life of their parents/grandparents. The degree to which their country has fallen is rather obvious to all, and things like the permanent UN Security Council membership and the nuclear arsenal serve as enduring reminders of that past "glory". Many Russians have no interest in going back to the "glory" days, but a substantial chunk of the population do, and there are many more who may be susceptible to propaganda promoting the idea – and that makes them open to supporting, or at least not overtly opposing, government policies aimed at doing that. By contrast, there are many other countries who either have never had that kind of history, or else for which the days of "imperial glory" are much more distant, well beyond the memory of the living–and citizens of those other countries are far less likely to acquiesce in imperial designs, especially when those designs start to impose costs on everyday life.