The assumption in the original question is largely incorrect on both accounts. Now, the term 'Scandinavia' is pretty vague, especially in historical context, but for demonstration purposes I will be using the largest extent of he term, used to denote Fenno-Scandinavian area, i.e. one including Denmark, Sweden, Norway, Iceland, Faroe Islands and Finland. I will also use the term 'Russia' only to denote European part of Russia (West of Ural), unless indicated otherwise.

This said, we need to note that area of Russia is similar to the one of Scandinavia, being almost 4 mln km^(2) in comparison to Scandinavia's 1.32 mln km^(2) (or 990.000 km^(2) if we exclude Finland), i.e. it is three times as large as the latter. It is possible (although not that easy to fathom) to make an error by looking solely at the statistics and not knowing where the mentioned country actually lie, as Greenland with its area of 2.1 mln km^(2), although being a constituent territory of the Kingdom of Denmark, is not considered a Scandinavian country. On a side note, the population density is not that different, when you think of it, as the European part of Russia is inhabited by roughly 110 million people, with the Scandinavia being a home to 27.3 million, meaning that the difference is roughly 25% (27,5 person/km^(2) versus 20.7 p/km^(2)). So, given the difference in terrain, climate and agricultural capacity, one might wonder why Russia is so sparsely populated in comparison to Scandinavia.

Now, let's move to the other part of the question, i.e. that of climate. Although to some extent similar, the two regions are not that much alike as one could have imagined. Scandinavia, being located close to Atlantic Ocean (or even in the Ocean, in case of Iceland) and surrounded by North and Baltic seas is influenced by the maritime climate, what is especially true in the case of Denmark. Norway, Sweden, Finland and Russia are dominated by the subarctic/warm-summer humid continental (Dfc/Dfb in Köppen's typology) but whereas the latter is found in the larger part of Russia that shares it with the entire Central Europe, Balkans and eastern part of Germany, in Scandinavia this climate is typical only for southern Sweden, northeastern Denmark and southern coastal areas of Norway and Finland. Vast majority of Scandinavian countries belong to the Dfc zone (with Iceland and large parts of Norway exhibiting tundra climate).

Then, there is another issue we need to consider and this is the amount of arable land that directly influences the food production, especially in historical context. Scandinavia seems to be rather poor in that department, with the exception of Denmark that has the highest arable land to area ratio in the entire Europe (57,5%). Sweden, Norway and Finland have far less good land, with the majority of their territories showing no more than 5% land that can be used for agriculture due to climate and mountainous terrain (that negates the warming influence of Gulf Stream and foehn winds when it comes to agriculture). In comparison, the central and southern part of Russia sports much more favourable condition thanks to warmer climate and flat land, with 8-25% of the area capable of being used for agriculture with some areas bordering with Ukraine showing as much as 50% of arable land. It should also be noted, that since the mid-17th century (Truce of Andrushovo in 1667), large part what is now Ukraine, has been controlled by the Russian Empire, that in the late 18th century also annexed eastern part of Poland that also included large part of modern Belarus and Western Ukraine. This move meant that between the end of 18th century and the First World War, Russia controlled almost half a million of square kilometers of what was and still is the most fertile land in the entire Europe, what significantly contributed to the population increase.

So, let's sum this up. Although there is a climatic similarity between Scandinavia and Russia, the latter has more areas that are favourable for agriculture thanks to flat terrain, warmer climate and better soil. Additionally, European part of Russia is far larger than Scandinavia, although the difference in population density is roughly 25%.