I think it was the right move.
I mean, unless you're going to do the show with native Russian speakers actually speaking in Russian with English subtitles, I think it's best to forget about the accents. A bunch of British, American or European actors putting on a variety of fake Russian accents would have been a lot more distracting than having Stellan Skarsgard speaking in his Swedish accent, Jared Harris speaking in his British accent, etc. Having these guys perform in fake Russian accents also would've detracted from their performances, most likely.
As a viewer I have no problem understanding that these are Russians being depicted for an English-speaking audience, and suspending my disbelief.