Ancestry's "UK Incoming Passenger Lists, 1878-1960" is described as an "index to the Board of Trade’s passenger lists of ships arriving in the United Kingdom from foreign ports outside of Europe and the Mediterranean."
Seems to me that the UK would not, therefore, generally have kept records of arrivals from Russia. They may even have come by train overland to a Channel port, making any record even less likely. So the US arrivals are going to be a much better bet for useful data.