Russias cost of nuclear is not the same as the cost in the west. Very emphatically not. They have an ongoing build programme that clocks in at about 2.5 billion dollars per reactor, and without significant price overuns. (they do have regular delays due to not having enough capital) I am not sure how that works out per kwh as I have no clue what cost of capital Rosatom pays, but as they are planning to base reactors in the Kalingrad enclave on the baltic explicitly in order to export electricity to europe, their accountants presumably reckon that it is outright cheaper than european coal fired power.

Also, the planned Arkhangelesk, Voronezh, Saratov, Dimitrovgrad Chukoyka, Severodvinsk, Leningrad and Severs plants are to be either exclusively heating, or cogen plant which, no, windmills really not an option for that.