The language(s) for Store movies are set by the (regional representation of the) supplying studio. For users with an Apple Account for Russia, or a neighboring country where Russian is a major language, those users would access their localized Store, where language support would be adjusted for that country or country-like region. Your device region or device language setting or app language setting does not override that. You can only choose from what is available in the stream. You can check what is available for languages before making in a purchase, by examining the Languages section on the Details page for a movie. Note that ‘Original Audio’ does not mean that that is included per se (some movies may be dubbed-only). Look what is listed under ‘Audio’ and ‘Subtitles’.
To change the language settings for subtitles or audio (if more is available), then rotate your iPhone to landscape orientation, and tap the screen once. Then extra control options become available. If your movie will not rotate with the device, then uncheck the Orientation Lock in Control Center.
See: Change subtitles or languages for videos in the Apple TV app - Apple Support