Russia seems to be getting a taste of its own medicine. Russia wanted to use cryptocurrencies to fight sanctions imposed on it by the Western world. Telegram has shown that cryptocurrencies can be used to fight governments as well. In this case, funding VPNs wont damage the Russian government, it will just irritate it.
It's not precisely correct to say that Russia wanted to use cryptocurrencies, they were and probably still are sending mixed signals because different officials have different opinions, but I'd say they are leaning towards negative, because Putin basically said that blockchain is good and cryptocurrencies are bad because terrorism (seems like Russia uses terrorism as an excuse for every time they want to tighten their control over population). At this point I will not be surprised if Russia will just ban cryptocurrencies altogether, especially if it will continue to like you've said irritate them.