I'd be careful drawing conclusions on this basis, as it's really easy to cherry-pick examples to support any kind of narrative you like. The West has written its share of dystopias and there are a lot of happy endings in Russian fairy tales.

It would be interesting to do a proper comparison -- e.g. between a compendium of Russian fairy tales and something like the Brother Grimm's collection of German fairy tales. The German fairy tales might well turn out to be darker.