I mean, Serbia isn't culturally linked to Russia. You do have the same flag colors but hey, many countries have red white, and blue.
Alliances need some kind of logic, aka same language (BeNe Austria&Switzerland, UK, France&Luxembourg for example)
Also, Russia doesn't need an alliance with Serbia because as they have shown in past NCs, they had many players who weren't actually Russian, with the most controversial of them being banned during an NC final because he played for both Ukraine and Russia.