It's not that armies set off for Russia in the dead of winter, rather invasion plans that centered on quick defeat were never realized and armies became bogged down as winter set in. Napoleon and Hitler launched their campaigns in June, but of course their dreams of swift victory were never realized and winter took its toll on both invaders. At the turn of the 18th century Charles XII met a similar fate.

For a counter point, the Mongols had a few successful sieges during the winter months in Russia. But that comparison may be problematic because at the time of the Mongol invasions "Russia" was a loose assortment of kingdoms, not the nation/empire that would face the Swedes, French, and Germans centuries later.