Capital Punishment in Imperial Russia

Russia has always had a complicated relationship with capital punishment and the existence of the practice itself has hardly been consistent throughout the nation's history. The short answer to your question is that by the late 19th and early 20th centuries, the death penalty was not very commonly used in Imperial Russia; the preferred sentence for most crimes that had been historically considered capital offenses was either internal exile, such as the fate which befell many of the future Bolsheviks, or simply press-ganging criminals into hard labor camps.

The reasons behind this have to do with the strength of the Orthodox Christian Church (which views the death sentence as a sin in all cases other than as punishment for murder), the desire to modernize the country and eliminate the perception of Russia as a medieval backwater, and the various levels of enlightenment by the ruling Romanov monarchs; Empress Yekaterina II the Great wrote the following in her 1767 Наказ (pronounced: Nakaz, translated: Instruction or Decree):

"Is the punishment of death really useful and necessary in a community for the preservation of peace and good order? [...] Proofs from fact demonstrate to us that the frequent use of capital punishment never mended the morals of a people [...] The death of a citizen can only be useful and necessary in one case: which is, when, though he be deprived of liberty, yet he has such power by his connections as may enable him to raise disturbances dangerous to the public peace."^([1])

Contrast this with her predecessor Pyotr I the Great, who ruled from 1682 to 1725, as described by Stanford professor Nancy Kollmann:

"While touring Western Europe in 1697, Peter the Great witnessed a public execution in Amsterdam's town square. Deeply impressed by the pageant and the horror it generated among ordinary people, he brought the idea back to Russia, promptly dispatching hundreds of rebels with a series of mass public executions.

At the same time, Russian tsars from Peter onward gradually reduced the use of capital punishment, preferring to use criminals as free labor. In 1754, Russia abolished the death penalty for everything except treason, long before European states did away with capital punishment."^([2])

Yekaterina's stance was generally supported (though of course, not without many exceptions) for the remaining years of Romanov rule after her death. From Political Crime in Late Imperial Russia:

"Until 1906 [...] Russia had one of the lowest execution rates among major European countries; it also abolished corporal punishment and undertook to develop modern prison facilities [...] The anarchist P.A. Kropotkin went so far as to argue that Russia's penal system, in general, was the most humane."^([3])

That caveat there about 'before 1906' is because Nikolai II increasingly did have to rely on executing revolutionaries as they gained a larger and larger base of popular support-- Vladimir Lenin's older brother Aleksandr Ulyanov was executed for attempting to assassinate Emperor Aleksandr III (albeit in 1887) for example.

Exile as it Applied to Stalin Specifically

Because of the vastness of Siberian Russia (the empire occupied 1/6 of the planet's surface) exiling criminals, especially social criminals such as revolutionaries, to the wasteland was not such a foolish endeavor as you might think. Stalin spent a total of almost 15 years in exile and revolution is a young person's game for the most part. In 1907 the vast majority of the Bolshevik party (75%) was under the age of 30-- Stalin was 29. So while he was certainly a part of that majority, he was already approaching outlier status^([4]). That also means that by 1917 Stalin had spent the majority of his adult life to that point in exile, or on the run from the exile he had escaped. His first banishment sentence was handed down in 1903 (when he was just 25). Thus, when the Bolsheviks finally seized power, Stalin was not only 39 years old, he had also missed a number of crucial events which had set the stage for the Bolshevik seizure of power:

• The Bolshevik-Menshevik split (1903) occurred while Stalin was exiled in Novaya Uda.
• The formation of the first Bolshevik Central Committee (1912) occurred while Stalin was exiled in Solvychegodsk.
• The outbreak of the First World War (1914) occurred while Stalin was exiled in Kureika.

Thus, Stalin was able to act as a kind of living martyr for the Bolsheviks-- he was appointed to the aforementioned Central Committee in absentia as a show of solidarity for a comrade serving his time in service of the revolution. So while now, it is quite easy for us to look back and say, 'golly, had they just shot Stalin after he was convicted of murdering informants, instigating mass social unrest, or holding up stage coaches, the world would have been much better off!' In all actuality, the only reason it proved to be a mistake was because the chips ended up falling in such a way that Stalin's exile almost worked to his advantage because he was able to comment on party affairs and forge party alliances without suffering the slings and arrows of outrageous fortune as many socialists who fell from favor for their own writings did at the time; for example consider Stalin's writing in Briefly on Disagreements in the Party which he wrote in Georgia while on the lam where he does just that:

"Our 'Mensheviks' are really too tiresome! [...] They heard that there are disagreements in the Party and so they began harping: whether you like it or not we shall talk about disagreements, always and everywhere; whether you like it or not we shall abuse the 'Bolsheviks' right and left! And so they are hurling abuse for all they are worth, as if they are possessed. At all the crossroads, among themselves and among strangers, in short, wherever they happen to be, they howl one thing: beware of the 'majority,' they are strangers, infidels! Not content with the 'habitual' field, they have carried the 'case' into the legally published literature, thereby proving to the world once again [...] how tiresome they are."^([5])

Further Reading

[4] Chase, William and Getty, J. Arch; The Moscow Bolshevik Cadres of 1917: A Prosopographic Analysis

[3] Daly, Jonathan; Political Crime in Late Imperial Russia (2002)

[2] Kollmann, Nancy; Crime and Punishment in Early Modern Russia (2012)

[1] Romanov, Ekaterina; The Instructions to the Commissioners for Composing a New Code of Laws (1767)

Smele, Johnathan; Crime and Punishment in Russia: A Comparative History from Peter the Great to Vladimir Putin (2018)

[5]: Stalin, Jospeh; Briefly on Disagreements in the Party (1905)