Also, as the immigrant he will eventually be at the receiving end of at least some minor racism or xenophobia, no matter how progressive and open you think your society is. So lecturing him on that is kind of pointless as well.
In my experience there are some Russians who come here expecting to be able to be openly homophobic which, as I can personally attest to, is a recipe for disaster.
I've worked with lots of Eastern Europeans and many of them have been perfectly accepting of my orientation and the vast majority treated me respectfully though.
Unfortunately, when you move from a society where being gay is still considered a mental illness by 70+% of the population, you can't assume that everyone is just able to leave that behind when they move.
Actually I would advise Russians in every country to practice smiling at strangers, on the street, in shops, everywhere. Keep notes and make sure that you smile at least 20 times a day, and always smile at the people you buy stuff from. Smiling is not just for your best friends.