Thanks very much for your response and the time you took to look this up!
Since the name was probably rare in Russia even in the Soviet era, I highly doubt it. How would a Soviet Russian name even become popular in Latin America? For example: it doesn't seem like there was a hugely popular Russian film with that name, in the same way that the Mexican film was hugely popular in the Soviet Union and popularised the name Yesenia/Yeseniya.
My theory of this would have to do with why
Yolanda Vargas Dulche chose the name for the character. In her famous story,
Yesenia is a gypsy girl.
There certainly were connections between Russia and Mexico back in the 1940s when Vargas Dulche began her career.
Leon Trotsky (1879-1940) was living in Mexico City when he was assassinated, after all. People involved in the arts like Vargas Dulche have usually been more attracted to both foreign influences and left-leaning politics than the average person.
It just seems more likely to me that Vargas Dulche would have thought
Yesenia was a good name for a gypsy girl if she had run across it as an exotic Russian name than taking it from a genus of palm trees.
Of course we will never know unless someone runs across a statement from
Yolanda Vargas Dulche explaining why she chose the name for her character.