I could list arguments both pro and contra. All in all, I think the best, simplest and easiest way is to use names that are familiar/known in the country you live in. Secondly, if you're not a native, use the names of your own country.
But I also think that if you really love a Russian name, the lack of connection is not enough to keep you from using it.
If I stay here, the case is simple: Hungary is a list-giving country. but if I choose to live somewhere else, I'd use my favourite names regardless of local custom.
Russian names are beautiful, I also like
Svetlana, and
Tatiana,
Natasha, etc.
And where the limit is? I'd probably avoid Chinese names e.g., and names that come from a highly different heritage.