There weren't any economic relief programs for those countries, lol (unlike for DDR, Czechoslovakia or the Baltics). Plus, Russia had to pay off all USSR and some Russian Empire debts. Ukraine tried to double down on socialism (yes, in the early 90's they had higher support for the Communist Party than Russia) and experienced a brief period of hyperinflation.
And when you're talking about reforms, where'd you get professionals for it? Market economy was banned in USSR universities, the only way to study it was to criticize it from the Marxist-Leninist standpoint (and "Western economic models" departments were chronically underfunded and understaffed, had problems getting economic journals from the US etc.). Read Egor Gaidar's memoirs, they were going in blind, all they had was some textbooks and the ability to ask Western economists for advice over the phone. Plus, reformers barely held any political power and were under constant criticism from the press and the left for "destroying" muh social programs and muh industry.
The economy of USSR was too big to be salvaged purely by private investments (like Czech industry was, for example), and its economists were too incompetent to salvage it without extensive foreign aid and advice.
Gaidar? He went gung ho on reforms. He went against conventional wisdom of bigger country = slower rate of reforms. If his memoirs are anything like those of people like Kaiser Wilhelm, he probably has no shortage of of excuses and shifting blame for all his failures onto others. Thanks for the recommendation though, I will definitely give it a read. I had no idea he published his memoirs.
Your ignore that:
1. Shock therapy was first implemented successfully in Chile back in 1970s. Russians could get experts from there.
2. China went in blind too and it was even more isolated and dogmatic than Russia. China had a big but very inefficient economy. They managed to slowly implement privatization in the 80s. Russia could learn from them too.
3. Other countries went in with about as much experience as Russia. Poles opted for the more gradual approach to shock therapy than Czechs because Polish economy was bigger.
4. Press and people in these countries were not happy during the turbulent 90s about these reforms either. There were protests, commies were voted back in, and several groups tried to take advantage of the upheaval.
5. Russia did not have to pay debts of Soviet Union. Russian government chose to do it for several reasons reasons. One, they wanted all assets Soviet union held (gold, investments, intellectual rights etc.). Another was the possession of soviet nukes, navies, bases, and other military resources. Third, it was to inherit diplomatic assets (embassies, missions), seat on the UN security council, and other diplomatic perks. Lastly, it was so Russia could inherit foreign debt Soviets held either to collect it or use it in diplomacy.
6. Russia got a hands on help from the west to rebuild its dilapidated oil wells and gas extraction facilities. Kremlin could use wealth granted by these resources to soften the drastic effects of shock therapy. Most other countries did not have enough natural resources to soften the impact of reforms.
7. There were no safeguards or other measures taken to prevent kelptocracy. Kremlin could have given reformers necessary power and resources but chose not to

. Ex-commies, ex-KGB, and their allies getting rich in the 90s was surely a pure coincidence.
Russian incompetent implementation of shock therapy ended up being a wealth transfer to ex-KGB and their allies. Then, people who benefited the most from it pinned all blame on the west. Russian populace and leftists in the west ate it up. Certain segments of the right began to buy into that narrative recently.
By the way, what were these relief programs you mention? This is the first time I am hearing about them. I know that Russia secured less foreign investment but that's because they refused to accept terms of the investors, unlike Balts, Czechs, and others. At least as far as I know.