People generally do not want to join Russia. Most of them support an idea of federal Ukraine, demanding more autonomy from Kiev. They also expect to be able to affect national policy a little more (right now regions have virtually no say in important decisions).
I'd say, Russian flags are more of a symbol of not supporting current government policy, since the government itself is viewed by many as illegimate. The same way American, EU and Georgian (!) flags on Maidan were, apparently, symbols of supporting western values, and not a sign of 'protesters' attempting to join Georgia.