What else would they have connected to? It's not like they had an option; you need to connect to a medium-voltage distribution line, which is 10KV in Russia (11KV in many other countries like mine). you connect a step-down transformer from 10 kV to 400/230V or 380/220 V straight to your miner or home, and by the way, it's very common to connect and maintain medium-voltage lines while energized -- it's called live-line work, they could just pay someone at the grid company and he would set them up in no time, or buy the correct gear to do it them selves.

It's also possible that they found another transformer connection nearby and used insulated hot sticks to pull the fuses and safely connected below the fuse ( this doesn't require much experience, I have personally tried it under the supervision of grid guys, but that stick was too iffing heavy maybe 6-8kg and about 12m long when extended, the pros make it seem like they holding a pen).

With that said, none of the above is safe, not even for the professionals, but these people are risking years in jail -- they probably don't care much about anything else.