So, to explain the situation: the problem is caused by the unilateral Russian obligation that Non-EAEU citizens can only enter Russia through an international checkpoint. Seems fair, right?
But... Because of the State Union of Russia and Belarus, there are no international border crossings between the two. If you go by car, by train or by plane, the journey is always domestic and without formal passport control.
What is happening now is that Russia is now enforcing the law on train passengers, while previously, it only applied to those going by air and land.
So yes, you have to leave/enter via Riga or Kyiv. It's causing a lot of problems, as for instance, a truck driver from Germany now has to go up to Latvia in order to reach Moscow.
Why is it? Simple - it's Russia's way of putting pressure on Belarus to harmonise visas and immigration with them. Belarus doesn't want it, and so the current situation persists.