The reality is just that in that landmass very little people actually live, and non that actually could fight back. No other great power had much interest in many of those land, and Russia was always strong enough to defend them.

Its really not much of a mystery.

I would also add that there are still people living in these regions that probably don't show up in the tax accounting. So just like in america where the map showed mexico and america but there where still native americans active. Maps are bit deceptive.

Many other country have a large area on a map but most people don't live in those places. Australia is a good example.

became unmanageable

People are hard to manage not land. There Russia was not always able to keep there conquests.