You make it sound like Russia is awash with money, when it's still quite fragile and has real problems with poverty and a lack of social services. They should be investing at home, not abroad.
Russia's economy is quite reliant on energy sales. As not just the EU and North America but also China, South Korea and Japan will have to wean themselves off oil and gas to avoid catastrophic climate change, Russia is going to be in real trouble in the coming decades.
So does the US. Yet Russia is actually investing in these things unlike what you say. For example they are renewing their school and hospital park. The Moscow metro has had a massive expansion as well. Their federal government has dumped loads of money into improving road infrastructure and building new bridges. They have been doing this for like a decade already.
Russia's economy is much less reliant on energy sales than other oil exporting nations. Saudi Arabia tried to break Russia's economy with their supposedly cheaper to extract oil and failed. Precisely because Russia does not depend on just oil. They can feed themselves unlike Saudi Arabia. They have a real economy. The fact is Russia does not import a whole lot of stuff to begin with. They are mostly self reliant. In case of a crash of exports they can still survive fine.