Tbf, he was probably very far away from the war (Russia is massive). And for all that he paid attention to Canada's flaws, he didn't pay attention to Russia's trafficking in people from all over the world to act as cannon fodder. Unfortunately for his family, he didn't realize his privileges until they got revoked.
Ofc, there's nothing preventing him (trying to) move his family back to Canada, but I wouldn't be surprised if any assets he has in Russia are confiscated (the farm, any money he might have, etc). They'll probably let the wife return, and hopefully any younger kids, but the dad's fate and that of any older boys (who I feel very sorry for) may be very different.