First of all, we must note that it is not the case that Russia did not expand west at all. The Russians did expand to the west a bit in that they took Novgorod and Pskov and other areas west of Moscow.
However, it is true that most of the Russian expansion did happen to the east. The reason for this is that this was the direction in which there was the least in the way of well-organized, strong states. The Mongols had ruled these lands, but by the 15th century, they had become severely weakened. Because of this, the lands to the east of Russia were in some disarray and were much easier to conquer than lands to the west would have been.