I don't think you understand how public borrowing works. Rich countries like the United States and those in Western Europe typically have high debt ratios because their economies are highly developed, and therefore highly financialized, and thus highly leveraged. The only reason Russia has a comparatively low debt profile is because it's an economic backwater no one wants to invest in, and government bonds show up on the balance sheet as debt.
Let's just compare the credit ratings of the countries you singled out to show how specious your argument is here: the United Kingdom and France both have a AA credit rating, while the United States is rated AA+, and Germany is rated at AAA. Russia, by comparison, is rated as NR (not rated), which is hardly surprising given their history of sovereign debt crises, but hardly a win for Russia in the comparison.
China is the outlier here because they're a manufacturing powerhouse and don't need to rely so much on selling securities, hence their low debt, but if presented with a choice between maintaining their economic ties with the West verses cutting those ties in favor of closer ties with Russia, it's a pretty easy one for the Chinese to make if they're pragmatic about their economic future, which they certainly are.