I'm not sure that the premise of your question is right. Although Russia has never really collapsed, Russia already lost a lot of territories that were part of Russian Empire. Ukraine, Belarus, Kazakhstan, Georgia, Armenia, Azerbaijan, Lithuania, Latvia, Estonia, Turkmenistan, Tajikistan, Uzbekistan, Kirgizstan — and I'm not sure that I remembered them all.

Regarding why this process is mostly stopped, I'm not sure this is an historical question, and I'm not sure I'm qualified to give you a good answer, but still: although Russia is big and vast, most of Russia is empty. Population' density is very low if we're talking about east and north (with exception of Vladivostok and Sakhalin). In other words, there are not enough people in these areas to think about separation. If we're talking about west and south-west, these regions are mostly Russian, some of them are quite poor (and don't want to be separate entities), some of them are relatively reach but their elites and population don't want to be separate from Russia, because why would they want that, their businesses for sure is linked to Moscow ones.

I don't want to say there are not such ideas, but I don't think they're popular anywhere except, maybe, Chechnya and Dagestan (while all other Russian regions are relatively similar in terms of culture, Chechnya and Dagestan are really different). Anyway, Chechnya's attempts to be independent were one of the reasons for Chechnya wars in 1990s, and now this situation somehow... not ended, but contained.

About ethnical and cultural diversity. I'm not so sure about it either. Of course, different regions have different problems, and there are some cultural differences, but mostly Russia is Russia. In other words, difference between Moscow and Voronezh and Moscow and Kazan is much bigger than between Voronezh and Kazan (Moscow is very rich, and smaller cities are not). Even the language is mostly the same (it's really hard to comprehend for Russians how different could be American regional accents, because Far-East Russians speak the same language as their Moscow comrades — there is a very light pronunciation difference, so light, it's even hard to describe).

From the formal point of view, there are a lot of different ethnicities, but there were (and are) a lot of mixed marriages, and a lot of migration. The main language for people is Russian, so majority of Russians (as citizens of Russia) think about themselves as Russians (as ethnicity), even if they have some Ukrainian, Armenian or even Jewish roots (the last one is debatable). 8 of 10 Russian citizens considered themselves Russians, the next most popular ethnicity is Tatar (and it's only 3,87%, and roughly half of them don't live in Tatarstan but elsewhere in Russia).

So, TL;DR: Russia already lost a lot of its territories (comparing to Russian Empire), and it's not so diverse as you may think.

I would argue that the Civil War period was Russia collapsed. Aside from losing several regions to independence (Finland, Baltics, Caucasus, Ukraine, Poland), large swaths of Russia itself were held by various factions for long periods. The Czechoslovak Legion, for example, controlled nearly the entire Trans-Siberian Railway for quite a long period of time, and several other regions of Russia were de facto independent (the Far East, Central Asia, the North Caucasus, etc).

And even with that in mind, I would not be so dismissive of the non-Russian regions that left. They constituted some of the most important territory of the Russian Empire, and their loss was a major blow to the Bolsheviks, and there's a reason they fought so hard to regain them all (and ultimately did, except for Poland and Finland, both of which were attempted).

This of course ignores the collapse of the USSR, which took away some vital regions (ports along the Baltic and Black Seas, de facto control over the Caspian Sea and the oil and gas reserves there, mines and agriculture in Ukraine, etc). This has clearly been an issue, as Russia's modern geopolitical moves are directly linked (recall Putin's famous quote where he said the collapse of the USSR was the greatest geopolitical event of the 20th century; I would agree with that, to an extent).

That all said, I largely agree with what /u/Kochevnik81 said, that if you look at it from a population standpoint it is less surprising. Once you cross the Ural mountains, there are not a lot of people in Russia (the analogy to Canada is quite accurate in that regard; I say that while living in the one major city not within 150km from the US border). With such a concentration of people in the "European" part of Russia, it's a lot harder to fragment the country during times of crisis, and when that does happen the regions that have any large population base have traditionally broken away (see above about the Civil War and Soviet collapse).

Even then some regions had tried to break away, or get more autonomy at least: people are largely familiar with Chechnya and their efforts to leave Russia in the 1990s, but many aren't aware that initially a second republic refused to go along with the new Russian Federation: Tatarstan, which has both the population base (nearly 4 million today), and the financial ability (large oil reserves) to do so. They did not fight any war and by 1994 had agreed to fully incorporate into Russia, but only did so after promises of considerable autonomy by Yeltsin (Putin revoked most of this as he consolidated power). But for a region like Buryatia or Komi, which are both republics as well, were never going to have the ability to do so, as they simply couldn't survive without help from the federal government.