For starters, pre-2014 Russians would be glad to have a visa waiver with the EU. But they never got that. Then 2014 and Crimea affair came and EU didn't have that lever to pull.
Things like student exchanges, etc, were also severily limited in scope. Russians only ever saw EU as tourists, not as neighbours. And tourists can sure swap one destination for the another. Russians knew that they live in Europe, but did not feel the neighbourly presense of the EU.
This is not accurate. In the USSR and after its collapse, Russians generally don't consider themselves European. I also think this aligns more or less with how the rest of the world sees Russia if you consider the standards of living and the freedoms citizens have in Russia (e.g., no freedom of speech; not being able to freely travel to most of the world). On top of that, don't forget that geographically, most of Russia is in Asia.
Things like student exchanges, etc, were also severily limited in scope. Russians only ever saw EU as tourists, not as neighbours. And tourists can sure swap one destination for the another. Russians knew that they live in Europe, but did not feel the neighbourly presense of the EU.