The Russian ultras would like the name of our team though, an extremely racist bunch.
The last time I was in Moscow the security was extremely high because a Dynamo fan was killed when playing one of the Caucasus teams. They were chanting Russia for the Russians in the street, even though the peoples of the Caucasus have been part of the Russian empire since it's beginning.
As far as cost - Moscow is expensive, but you would have thought that the Russian national team would pay expenses? The reason why we don't get teams here is because we don't want to pay the fees, etc. And while it is cold in Moscow in winter the city is seriously set up to deal with it, -15 degrees (or 30+ in summer) is just part of life and everything still functions pretty well. The stadiums aren't covered (although that might have changed with the new spartak stadium that they built for the world cup?) but they are pretty well enclosed.