The major part of imported dairy products (milk, cottage cheese, sour cream) comes from Belorussia (the closest trade partner and ally of Russia) and which is considered by the EU/US as being even more "evil" than Russia. I think they are more than happy with trade sanctions against Russia and by Russia...
Hmm... then this might be a good thing. Rather than importing cheese, fruits and vegetables from the pro-NATO states such as Lithuania and Poland, Russia should source them more from its allies (such as Belarus, Serbia, Argentina, Brazil.etc). Even if this measure results in a small spike in inflation, in the long term it will prove beneficial to Russia.
You finally hit it on the nail (after so many efforts). In fact, the Belorussian president Lukashenko ("the last dictator of Europe") ordered to fill up Russia's needs in diary products after the sanctions had been first introduced. Previously, the Russian importers couldn't break the contracts with their suppliers from the EU, but now they are free to choose whom to work with...