The main benefit is that they can more easily leave the country if they choose to do so. I am not trying to be sarcastic, but anyone who is old enough will remember how difficult it once was for citizens of the Soviet Union to escape that country, especially if they were famous. The ballet dance Rudolph Nureyev is a case in point.
I agree that Russians may have a greater sense of personal freedom, but it seems like organized crime and government corruption have prevented Russia from having all of the benefits of true democracy. Russia also had a long history to overcome, and a big economic hole to crawl out of.
It's hard to even say that Russia has a democracy given the way that Putin holds on to control.
It's also hard to say that average Russians have benefitted. Of course, they do have more personal freedom now. As long as they can afford it, they can have Western goods and listen openly to Western music and such. There is less political repression though it is still there.