Russian Stock Market
Even though Russia hosts the most billionaires in the world, its economy is not that great stock-wise. The entire Russian stock market is worth less than Apple. Apple is worth $652 billion while the entirety of the stock market in Russia is worth $513 billion. Maybe don't buy any stocks if you move there.
Constant Traffic Jams
Big Russian cities are plagued with traffic jams. There are a lot of people who flock to cities, so there are a lot of people on the roads. Not to mention that their roadway systems are extremely confusing (if you've ever watched a Russian Dash Cam compilation on Youtube, then you'd understand.) Sometimes, disgruntled people stuck in traffic call an ambulance that will have to break up the traffic, and then they follow said ambulance as it makes way for them. That's a bit much!