Some go the EU countries, but the majority are still heading to Russia,
False.
You have to reconcile yourself with the facts, dude. I guess this paper published in June 2013 and financed by the EU (just in case) will cause a lot of pain down your ass. I don't know more recent data. On the other hand, I didn't make a thorough search either. But I don't think that figures did change much since then:
Sorry man, but it's not about language affinity. It's about visas and work permits. It was much easier to get work permit in Russia than in EU for Ukrainians and it still does. But last two years things started to change, Poland gave about 1 million work permits to Ukrainians in 2015. So, no pain.
But it doesn't matter in this thread. You can learn whatever language you want, don't tell other people what to do.