Wasn't it? Didn't they?

The Bashkirs rebelled several times e.g. 1662, 1704, 1735. The Kossacks rebelled numerous times. The Poles started even before Napoleon had the idea of a Polish state. In 1794 an uprising against the previous Partitions of Poland occurred. It was defeated resulting in a third final Polish partition which erased Poland.

Again in 1830-31 the Poles rebelled against Russian suzerainty, the November Uprising. They were defeated. In 1832 the Georgians plotted to rebel.

And followed up by a November Uprising in 1863-64. Which also was eventually defeated. Every time harsher measures were imposed and people were deported and all kinds of actions take to quell nationalism.

Naturally, this worked so well that there was a Lodz insurrection 1905 as part of the general unrest after the failed Russo-Japanese war and there was great unrest in Poland during 1905-7.

Then contrast this with Finnish nationalism that slowly built a nation quietly and carefully by acquiescing towards the tsar when needed. In no small part inspired how badly the Polish confrontational method turned out. Finnish nationalism was no less powerful but less confrontational. Now granted the Finnish people had the treaties from when Sweden transferred Finland to Russia as the Grand Duchy of Finland, complete with a constitution that gave the ruler a lot of power, written as it was for absolutist Swedish monarchs. However, it also came with protections within the law and the tsar was not an autocrat in his role as Grand Duke of Finland. Finnish politicians very skilfully managed this relationship to the various tsars, no doubt helped by the closeness of St Petersburg to Finland. It also often suited the tsar to have special care of his favoured people. Polite, peaceful, industrious, always ready to cheer him on when visiting, for any reformist tsar Finland was the good example. The teacher's pet of people's under the Russian empire. Often Finnish politicians would bypass the Governor-general and leverage the tsarist autocracy by personal contacts and flattery. Finland effectively made itself into a country in a personal union with the tsar. Exactly how much this was de-facto true would be argued with different tsars. Very gently. That there were capable Finns handling the ruling of Finland in the tsars chancellery also helped further the national cause. Effectively Finland had a border with Russia, it's own customs administration. Interestingly the customs border was appreciated on both sides as the Finnish economy modernized much more rapidly than the Russian empire's economy and fears that Finnish goods would flood the empire existed. It eventually gained it's own currency in the 1860s too. An probably apocryphal story is that the tsar was petitioned for an own currency as the rubles it was argued were too strong and something lesser in value was needed. The markka was indeed 1/4 of a ruble when introduced though later went onto the silver standard. In reality of course economic considerations arising from the Crimean war was the reason. Finland traded a lot with the West and needed stability. The story does however, paint a picture of the sort of personal diplomacy going on. In a century otherwise rife with revolution the tsar could count on the Finns being quiet as long as he respected the agreements. Exactly how well it went would depend on each successive tsar but by and large Finnish nationalism and a nation could evolve without too much confrontation with the Russian state. Now I've painted a bit of a rosy picture it should be noted that under the last tsar Nikolaj II the Russian empire tried to consolidate and modernize itself controlling outlying territories tighter and more consequently through a modern bureaucracy. Leading to two periods which in Finnish history are knows as the oppression and Russification years 1899-1905 and 1908-1917. So in a sense it was just in time the Russian Empire fell and Finland had all the bits and pieces to go forwards as a nation immediately. Despite the Finnish civil war breaking out shortly after independence.

TL:DR fighting for your independence wasn't always the best way to actually achieve it when your oppressor is infinitely more powerful than you are.