You're right that there are Westernizing philosophers throughout Russian history that advocate for democracy (or, perhaps more commonly, socialism and communism); the question why wasn't Russia democratized is incredibly rich, but I will give a very brief sketch of why that might be the case.

For early liberalism we can turn to Mikhail Speransky, the ostensible 'father of Russian liberalism,' and Nikita Muravyov, who modelled a proposed constitution off of the United States. After the failed Decembrist Revolt in 1825 dozens of these conspirators were executed or exiled to Siberia. Into the 1840s Hegel is the most important Western philosopher in Russia by a wide margin, and the same split we see with 'left and 'right-Hegelians' is certainly evident in Russia, where the Hegelian claim that 'what is real is rational' is used simply as a defese of autocracy. The tsar, certainly, is real. We have also the more radical Hegelians (some of whom even studied under him in their youth), but the most interesting figure here might be Boris Chicherin, who has been variously interpreted as the most important political philosopher of the 19th century to simply a minor agitator against a much more important melange of Westernizers. Certainly Herzen and Chernyshevsky are enormously important philosophers if only because of the effect of their writings, but I would give Chicherin much more nuance, where at times he advocates for gradual reforms - that is, the temporary preservation of the Tsar, which is what his more radical counterparts found so conservative. Chicherin's defense of gradualism is rooted in this sense of Hegelian 'reality,' and it may well be what we see out of the Soviet experiment.

It's worth highlighting just how far away from democracy Russia was in the 1850s: serfs composed 80% of the population, and half those were owned directly by the state. The argument against urgent revolution claimed it would not be tenable to go from autocracy one day to socialism the next.

A Soviet rejection of democracy highlighted how, in the West, democracies represent the interests of the bourgeoise rather than the proletariat; and more importantly, in the 1921 the briefly-lived Kronstadt rebellion cemented the state rejection of 'factions' (i.e., political parties), as one of the demands included the representation of various socialist groups within the soviets.

The notion of popular support is particularly interesting. There is a very interesting, thin book discussing Russian perceptions of the government following 1991 entitled Popular Support for an Undemocratic Regime. The authors propose and model several theories for why Russians in the 1990s would reflect positively on the Soviet Union and negatively for the current regime, and even into the 2000s why those feelings might continue. The 1990s were economically and socially challenging (Brat' is a wonderful film showing the grime of Saint Petersburg - you won't find a Lakhta Center in 1997 Petersburg!), but "even [when] many Russians are better off in material terms than two decades ago, many nonetheless feel that they are now worse off." One of the conclusions the authors, all political scientists, draw is that there is a sense of passivity and resignation for the contemporary state.