It is because they are not approved by European JAA & US FAA aviation authorities.
That does not mean they cannot be approved but it is very expensive process and for the Russians the market in Europe is simply not big enough to bother.
I have myself flown Russian Mi17 and visited the factory in Kazan. Excellent helicopters and very nice to fly.
I remember we discussed that we would need some huge hangars to house the beasts and the Russians would just look at each other and talk a bit in Russian! Then they asked us why in the world we would want to put them in hangar.. they are designed to be parked outside and are not hangared f.ex in Siberia