Did you read my travel blog when I was in Belarus and wanted to go to Russia but couldn't get a visa? I had a nice time in .by but it was Russia I wanted to go to! No doubt I could have got a visa if I had applied back in London..but going to Russia is not entirely uncomplicated. I never would have thought it would be such a difficult thing. It's a completely normal thing to get a visa for one foreign country while travelling in another foreign country.
You pretty much always have to be in your native country to apply for a Russian visa, with a few exceptions, that's how it is.