Looks like you will need to take it up with your shirtless President whose proclamation it was to defy the norms of the rest of the world. We have a couple of "rogue States" here in the U.S. - Arizona and Hawaii - which also have the same problem as you do.
From an archived article on the issue with Hawaii > Daylight Saving Time: Locations That Do Not Observe
The OS software...
... can only calculate differences between time zones relative to Greenwich Mean Time (GMT). ...
... there is no combination of settings in Map and Date & Time control panels which will enable you to display Hawaiian local time correctly AND concurrently display the correct time in other places that do observe DST.
*Map and Date & Time are the older OS X equivalents to iOS - Settings >>> Locations and Date & Time
This article is referencing iOS 7, but I do not know that anything has changed > iOS 7: Understanding Location Services - Apple Support
Location Services uses a combination of cellular, Wi-Fi, Bluetooth, and GPS to determine your location. If you're not within a clear line of sight to GPS satellites, your device can determine your location using crowd-sourced Wi-Fi5 and cell tower locations or iBeacons.
The emphasized phrase seems to indicate a Priority of methods used to get where you are, and thus calculate the Time Zone appropriate by its relation to GMT.
Methinks you will just have to do it in your head. If Apple hasn't fixed the issue for its own home country States and Australia, it is not likely they will for Russia.
best luck
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