RJ71: the "secret" is that russian controllers expect you to intercept the localizer by yourself once they have you on a 90 degrees intercept!
I know it goes against our grain to just line up for an approach whilst receiving vectors and without a formal clearance for approach, but that's the way it is in Russia.
So the normal sequence is this: UUWW controller gives You the 90 degrees intercept on the ILS, then watches what You do, says to himself: "ah, bloody nekulturny westerner, he's not turning in again, when will they learn!!", then gives you (too late) the instruction to turn for final, so that you overshoot! Works every time...
So basically, once you get a vector in Russia within 90 degrees of the inbound course, and you are approaching the LOC, approach clearance can be inferred, and you have to intercept the LOC on your own.