Can I ask where you heard about this?
I was looking at piloting jobs in Russia a few years ago and, for the reason you describe, the only option was foreign operators with aircraft based there (of which there were few).
Moscow is not an easy place to live, however it is very dynamic and so rewarding if you like that kind of thing.
Pilot salaries tend to be a fair bit lower than the going rate in the 'West,' but it is not as expensive as you might think. The factors they use to judge relative cost tend to be either those that would affect a tourist (hotels, restaurants etc), which are very high compared to actual living costs, or living costs compared to average salary, which a pilots salary would be well above.
If the regulations do change, which I don't imagine will happen overnight, I would certainly recommend working in Moscow for an experience!