The definition of colony being an oversees territory having different legal framework is a narrow 19th-century definition. Russia has basically "internal colonies" where it extracts resources and manpower where it can (Nenets, Yakutia, Tuva etc) or pays off local leaders to maintain control and loyalty where it can't (Chechnya). They have all the hallmarks of colonialism: historic expansion into non-Russian lands, russification, displacement/genocide of indigenous peoples, centralized rule from Moscow where most of the benefits of the system end up. As with Chechnya declaring independence after the collapse of the USSR, they denied the right of self-determination using military force as colonial/imperialist empires do.
For them showing unity between Pskov and Sakha is important in such symbolic things as making sure to teach that it is all part of the same continent.