You're over thinking it, switch the spoken language to Spanish or German and ask yourself that same question.

Atm Russia is one of the only places to get to space! if earth was under attack most would try to leave! So spaceports would be the logical choice to head for! But unfortunately they also make a tempting target for invaders! Hence we all died! :)

I remember reading somewhere that in the original version of Destiny your character wakes up in an escape pod after you choose the class, and it explains why you are there based on species. For humans, it says they were on a colony ship that exploded or was flying a fighter ship and defending the colony ship, and your character barely got to an escape pod but died from the impact after the ship was damaged. Exo characters were helping to protect the colony ships, but your character was forced into stasis after escaping in a pod (possibly reflected by the ghost fragment card where the Exo fires a proton into his head to bring back memories and sees himself in a ship while a larger one explodes above him), and Awoken were volunteers who worked with Exos and human soldiers to defend colony ships. This all happened at the same time, presumably due to the initial assault of the Darkness.

My characters are not from Earth :) They were just 'visiting'

The most likely thing is that we were in Russia for reasons that we can come up with ourselves, or think logically based on our classes. Warlocks were pretty much scholars, so they may have been smart people during the time of the collapse. Titans are excellent Defenders, so maybe they were Soldiers. Hunters make excellent scouts, scavengers and stealth. So maybe hunters were mercenaries. Plus basing on species we can estimate when we died. Awoken were created in the field between Mars and Jupiter due to their exposure to the Darkness, however it was not grate enough to change them completely. So the Awoken characters must have died shortly after the collapse started affecting the inner planets such as Earth and Mars. Humans existed for a long time, so a human character may have died anywhere between the finding of the traveler or the collapse, maybe even after. Exo were created to be basic soldiers as well as sentient beings (I still question why they have separate genders as well as why female exos have such big bazoongas... especially the Exo Stranger), but existed since the middle of the golden age, meaning they may have died between the climax of the golden age and anywhere afterwards. Frankly I think all three were revived at the same location and formed a bond due to them being the first faces they meet. They go and do strikes and shit, meet up with 3 other guardians in another subclass specialization Bang Bing Zam, you have a mini-army of powerhouses willing to fight enemies of the City.

In Soviet Russia, you revive GHOST

We just die in Russia, but I do agree.