aviator_boy, I suspect that the people who developed FS2004 did the best they could, but had to simplify the timezones by using lines of longitude. I expect that you know how complicated the actual zones are, but if not this shows them:-
http://www.worldtimezone.com/I don't know which part of Russia you were flying to but if it was Moscow, for example, looking at that map, the game developers probably had to include western Russia in the same zone as Finland and Turkey.
There's a thread further up ('Clock question') giving a link to a download that you can get that gets the zones completely right. I'll give you fair warning though - I had a look at it and it's about 10MB., vastly complicated, and a bit intrusive. Furthermore, it's organised so that unless you register it and pay for it it cuts out after about half an hour.
So my recommendation is probably 'grin and bear it.'

One tip if you need to take timezones into account for flight planning (to make sure you arrive in daylight, for instance). My method is to set up and plan the flight, take a note of the trip duration, and save it.
Then I use 'Alt-World-Airport' to skip ahead to my destination; and advance the time by the trip duration. This gives me my 'Estimated Time of Arrival' and I can check the light conditions (and also call up 'real weather' and the ATIS and check the likely weather on arrival etc.).
Then I reload my saved flight and I'm ready to go.
Hope it helps.