Paradoxically climate change can also cause more severe winters despite an overall net warming effect.
Being better placed because most of your territory gets extremely cold a lot of the time doesn't mean climate change would provide a net benefit to you. This isn't Civ, you can't just reload a save file if your strategy doesn't work out.
Heck, the best strategy for Russia would be to break up large international trade blocks by destabilizing their political structures, especially in Europe, to be gain more leverage and make it easier to expand its territory further into southern Ukraine. And incidentally with Turkey provoking NATO, the UK leaving the EU, Trump being president and the rise of far-right anti-EU sentiments in other EU countries that matches what happened for several years prior to the pandemic, whether with their influence or without.
It's far more likely Russia having little interest in averting climate change is for the same reason as with everybody else including the US: it's a long-term process requiring intense international collaboration putting anyone fully committing to it at a competitive disadvantage if anyone else doesn't join in. Economically it's a game of chicken.
EDIT: I guess I struck a nerve with some people? I'm not arguing that Russia is manipulating the political climate of EU countries or the US. I'm arguing that if you want to engage in conspiracy theories like Russia intentionally accelerating climate change for strategic benefit, there are better strategies that are more plausible and don't require rolling the dice on whether your entire country will go up in flames (or drown) in ten years.