Would it be the romatic idea of the Tragic? I believe Romeo and Juliet is very close to the Russian soul too. Why do so many iconic Russian ballets take place outside of Russia? Nutcracker & Swan Lake in Germany, Sleeping Beauty I thought was set in France? Romeo & Juliet in Italy, La Bayadere in India, Raymonda in Hungary, Esmerslda in Paris, ... Only the Little Humobacked Horse & Baba Yaga which are tarely presented in the US? Firebird, of course, but that is Ballets Russes... Not sure it is much loved in Russia? Is it a repertory warhorse at the Maryinsky or Bolshoi? Fountains of Bakhchisarai? Has that ever been presented by a Russian touring company in the US? We are more likely to get Giselle, set in Germany. Spartacus, so tepresentive of the soviet Bolshoi, again, not set in Russia...
Peehaps to be Russian is to be tragically in love with the exotic ?