SIM card subsystem is more complex than most people realise.
SIM cards can store applets, which can be run silently (without user acknowledgement) when a phone is booted with a sim installed. It would in theory have privileges to perform system actions like install an app or boot animation.
If the branding is being initiated by the SIM card, then you have no way of stopping it other than using a different network, or rooting and overwriting the customizations.
Having said that, while it is possible, it is uncommon and unlikely that is what happened.
It is also possible that the ROMs in the Russian market contain code which checks your sim card and performs some carrier-specific device customization.
It does seem more likely that the store sold you a branded device from the outset, but which only became activated once the SIM was installed.
It would be great to know what happens if you do a factory reset and install a sim from another network!