To be honest, I am fairly ignorant about the mechanisms of the process by which the empire was deconstructed and the Balkan states were constructed, but Russia is composed of many different (generally spread out) ethnic groups, parallel to the Balkan states, and I was wondering why it was not broken up.
If you're referring to what we'd call modern Russia, this is why. The redder those provinces are, the greater the percentage of ethnic Russians. The paler those provinces are, the fewer ethnic Russians. You can see pale Tuva in the south-central area of Siberia -- despite looking like it has no Russians, it's still 16% Russian. That's a fairly sizable minority.
Beyond that, it's worth considering that the vast majority of territories that aren't dominated by ethnic Russians are simply not exactly viable nation states. If we look at Yakutia, we're talking about a region that, despite being so huge (it's nearly the size of India), has a population of just shy of a million people. Much of the economic wealth there is generated by Russian-dominated mining firms. Unless Yakutia wanted to base its entire economy on reindeer herding and related activities, it wouldn't be able to function as an independent state. And it would be effectively held hostage by Russian companies anyway. There's no point in Yakutia seeking independence because it would just be a subject state of Russia. The current situation actually benefits places like Yakutia -- they can count on Russian police and military services to keep them reasonably safe (there's only so much you can do when infrastructure is as poor as it is in Yakutia) and they don't have to worry about tariffs or barriers to direct investment from Russian companies. And since Moscow rarely meddles in Siberia (compared to the much more hotly contested Caucasus region), it's also fairly stable.
This situation is often mirrored across the trans-Ural territories of Russia. And pretty much all of these places where Russians aren't an ethnic majority are republics and thus have a fair degree of autonomy anyway. The relationship between those republics and the federal government isn't terribly dissimilar from the relationship between US states and the US federal government.
And, perhaps most importantly, Russia has clearly shown it has no interest in losing territory and that it's willing to use military force to crush dissidents. And given Russia's standing in international politics, any sort of intervention in those conflicts is a non-starter (whereas foreign intervention was what ultimately ended the internecine wars in the former Yugoslavia). And, of course, there's the matter of total population share. The Serbs only comprised a bit over a third of Yugoslavia's total population; ethnic Russians comprise 81% of Russia's total population. There's a pretty huge gap there.
Hello.
I think your question could do with a little bit better phrasing. Are you wondering about why Russia, after the collapse of the Soviet Union, remained so large?
Well, of course when the Soviet Union broke apart a large portion of the country did break away, creating something like fourteen new countries while the remainder simply became became the Russian Federation which, although made up of a great number of small ethnic groups, is still largely dominated (over 80%) by Russians. Most other ethnic groups within the Russian Federation who did not break away are either too isolated, too small, or not economically viable to be their own countries. Although some regions, like Chechnya, do want independence and have fought to achieve it but Russia puts these down by force.
OP, are you asking about the collapse of the Russian Empire during WWI? Because Finland, Poland, Latvia, Estonia, and Lithuania did break away. Or are you referring to the Soviet Union? Please clarify your question in the post text.
The USSR was broken up in comparable terms to Yugoslavia, except mostly by common consent rather than through conflict. Even Yeltsin's Russian government wanted an end to the old Union (unlike Serbia's in 1991), but it remained committed to keeping the Russian Federation in one piece (though some parts were for a time barely under Moscow's rule).
There's a further complication in that Russia is no less homogeneous ethnically than the average former Soviet republic (reflecting large Russian migration in the latter case). To question Russia's integrity would be to question that of most of the successor states, inviting chaos across the former USSR.
But mostly there's the issue of scale. Russia at the USSR's dissolution remained a nuclear power with 148 million inhabitants, two million of them in the armed forces, and nearly 25 million Russians in other former Soviet republics. It was never going to be as easy to carve up as Yugoslavia/Serbia, and even that took eight years culminating in bombing Belgrade. Doing the same to Moscow would have been a very different matter.