There are a number of reasons for this, historical and cultural. Culturally, they stand astride both Europe and Asia, although the dominant culture (Great Russian/Moscovite) is decidedly European.
Historically, they have been invaded and conquered a number of times, including from Asia, the so-called
"Mongol yoke." Having no defensible borders, they have been invaded and conquered by Vikings, Tatars, Germans, Swedes, Poles, the French, Brits and French (again), Germans (again), and Germans (again). In most of those invasions, the conquerors have behaved horribly.
This inclines Russians to fear being invaded and conquered, and since many of the successful conquests have involved a fractured Russian polity, to despise dissension and tolerate a strong man, even an abusive strong man.
This statue was recently erected in the Moscow metro:
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