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I'll admit that security wasn't my biggest feature, but I'll try to answer the question anyway.
Amazon does sell the Kindle in Russia, with wireless downloads enabled, so Russians can certainly use both devices to their fullest. As for security, the Kindle is designed to upload logs to a central server and also allows remote access via wireless, which the Sony does not. In particular, Amazon can push out firmware updates over wireless, and the Sony requires manual firmware updates.
That's ignoring things like remote deletion whenever the wireless is turned on and the fact that the K2 has no expandable memory support. If you really want to control content on your Sony and don't trust their software, you can always sneakernet things onto the device via a memory card.
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