Is it planned to support the Russian language in Apple Intelligence?

No one here in this user-to-user forum would know Apple's plans for the future. You can let them know what you'd like to see here:

Product Feedback - Apple

Given that Apple stopped doing business in Russia about two years ago, I'd guess it's not at the top of their list.

This is a user forum. We are not privy to Apple's plans.

At the present time, however, Apple is still not doing business or offering any direct support in Russia due to the sanctions, so I wouldn't expect such a thing any time soon.