AI Russia takes varying idea sets. Sometimes it takes expansion right away. Other times it takes religious.
If it takes expansion first, it tends to do much better on the colonizing front. Partially this is because it starts colonizing far earlier, but also because it gets two colonists instead of only the one. The colonization strategy it uses is to fill in pretty much all the provinces on the way eastward. With the number of new provinces, this is simply not possible to do with a single colonist before other powers reach it. The player can reach the Pacific with the single free colonist, but only if they snake their way there (and then fill in everything later).
Other new issues involving the Eastern expansion involve a quite powerful Oirat horde. Given that colonies no longer give the same base tax/manpower that they used to, Russia will often be a little weaker than it used to be while expanding on this front. The Oirat will often take advantage of this, especially if Russia is involved in another war, and take over the colonies. To complicate things further, Perm will often rebel or be released, delaying new settlements even further.
And yeah, the penalty for colonizing arctic provinces should be more or less on par with tropical, to deter colonizers. Or, preferably, the penalty switched between the two. As it stands, all the powers go absolutely crazy for Siberia.
It gets even worse when a player from a horde/native tribe has colonized the region and found abundant gold deposits. In a recent game as the Kamchadals, a Siberian tribe that starts out in Kamchatka, I was in constant wars with Western powers - and even some American colonies. At one point I was involved in 7 wars simultaneously, and survived only due to massive attrition and fortifications. Fun play, but it makes me wonder if the AI doesn't prioritize Siberia solely because it knows there's gold there.