This particular claim does seem to be supported by the study: rumination is more common among Russians but it is not indicative of depression (unlike rumination in Americans).
However, the framing of the paper presented in the article is misleading. The study has nothing to do with actual rates of depression, which, as mentioned by @CPerkins, might be severely underdiagnosed. The question investigated by the authors is simply:
Do attempts to reflect over and understand negative feelings lead to the same types of emotional outcomes in Russians as in Westerners?
The answer seems to be "no", which is an extremely interesting result, but it cannot and should not be interpreted as evidence that Russians as a population are more resistant to depression. A more accurate title would read: "Why Russians Are Less Likely to Get Depressed When Ruminating."