I think you are crazy. The talent in KHL is nowhere near the NHL and it isn't a financially stable league at all, lots of reports of players not getting paid regularly. Unless things have changed they all get paid in Russian ruples and not US Dollars so they all took large paycuts when the Russian currency took a dump.
They just had a massive retraction in teams from 29 to 24 because it wasn't viable. With the exception of the top 3 teams the rest of the teams have average payrolls is between 5 to 20 million for the entire team with the average being around 10 which is substantially lower than the NHL.
Russians are in Russia IMO because as a people they are extremely patriotic and want the league to succeed, are homesick, etc but make no mistake, Datsyuk, Kovalchuk and the like would be paid as much or more in the NHL and that is even more true for the the smaller 'stars' in the KHL as the salaries drastically fall off once you get out of the top few players.
Outside the top 5 in the KHL the top paid players in the league are getting 2 million or less per year.
We should be watching the best athletes in the world at the Olympics not a bunch of second rate athletes, its a shame that the NHL is not there.