In addressing this question, I would ask you to consider whether this same kind of question could be asked within western Europe itself. Can you also ask a question like: why did Spain and England develop along such very different lines? Ultimately, Early Modern history does tend to be very localized and regionalized, and Europe actually still retains a lot of local diversity, even in the age of modern nation states.
Nevertheless, I think Pholland14 has written to many of the important themes. Russia grew in the shadow of the Byzantine Empire, which itself was the eastern half of the Roman Empire. Generally speaking, the eastern half of the empire owed a stronger cultural debt to the Hellenistic Age, being as it extended across the territories which had earlier been conquered by Alexander the Great, and controlled by the successor states that emerged from the collapse of his empire. The Eastern Empire's common language, for example, remained Greek. Likewise, the divisions between East and West were reflected in the religious divisions between the western Latin Church and the eastern Greek Church. That large portions of Russian culture drew from the eastern Empire while western Europe ultimately evolved out of the fall of the western Empire is a significant and profound distinction.
You should also consider, however, the basic problem of distance, especially as it applies to the pre-modern world. Quite simply, in a world without cars or railroads or steamships, distances tend to feel much, much larger than they would today, and across Europe there were very strong tendencies towards regionalism, local variance, and even parochialism. So if you were to extend this picture further, towards even greater scales of distance, and consider the sheer gulf that separates western Europe from Russia, you should expect there to be profound cultural and political divergences in play.
Russia and Western Europe are quite different. Russia has traditionally been Eastern Orthodox in religion because of missionaries from Constantinople. Because of these close ties to Constantinople, the founder of the modern Russian state that existed from the Middle Ages until 1917 referred to himself as "Czar," which translates as "Caesar." Russians sometimes referred to their nation as the Third Rome. Since there were many nationalities inside the Russian Empire and there was often the fear of Mongol attack, the Russian czar was often a ruthless autocrat. People who were not devout members of the Orthodox Church, such as Jews, Roman Catholics, and splinter Protestant sects, often had to live in what was called the Pale of Settlement; this was Ukraine and Belarus before those nations received their independence after the fall of the Soviet Union. While Russia would modernize itself under Peter the Great, the nation was too large to quickly become fully modernized. It would take until the late 1800s for western Russia and eastern Russia to become fully integrated through the Trans-Siberian Railway.
Western Europe was largely Roman Catholic thanks to Roman influences. In many areas, it would adopt Protestantism as a way to rebel against papal authority. The region was more open to trade thanks to smaller nations, navigable rivers, and year-round ports. This led to the faster adoption of technology, especially when the Eastern Roman Empire collapsed in 1453 and eastern scholars began to move west. While Western Europe had its kings, who ruled by divine right, some areas of Europe, such as Britain, relied on Parliament to ensure that the people had a voice in how they were governed. This was made possible because, in such countries, the populations were largely homogeneous, and there was little worry of separatists. In regions where there were separatists, such as Scotland and Catalonia, the government often placed a heavy-handed local governor who made sure that the people did not try to secede.
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