To be fair didn't the Russian football federation ban foreign coaches?
Yes, they did (except for the national team, which is bizarre) ... but pretty sure AVB had announced he was leaving before then. In his defense, the situation in Russia with regards to western Europe took a noticeable turn after he joined Zenit (embargoes, sanctions, etc) and many western Europeans and other foreigners in many fields have left the country. I imagine his departure was as much quality of life related as it was football.