The mining of Bitcoin is probably a side note in the larger plan. The Russian agencies are well-funded and do not need to mine Bitcoins to fund their hacking attack. They probably had to make pay-off using bitcoins, but mining accounted probably for only a small portion of their source. When a state agency wants to obtain bitcoins, it is very easy to do so.
They might have mined Bitcoin to get fresh coins with no traces, hoping that they will provide them better privacy than the coins bought from exchange or third parties that can be tracked.
Monero is indeed a bit different and more tinted towards the negative side, especially so with how Monero is also used for browser based mining purposes by plenty of sites, and that without permission. I still have to figure out what coin is actually the best possible tool to obtain the most privacy. Every coin on that side and the community behind them say that they are the most reliable in that aspect, but I'm not exactly sure. It's actually a personal thing as well, because even with mixers people like one feature and dislike the other. Without having tried everything you can't just discard certain features or privacy coins.
I too haven't dug deep into all the privacy coins, but I know that both Dash and Zcash get a lot of criticism over some centralization issues and potential privacy-breaking attacks, while Monero doesn't have any serious accusations against it, at least to my knowledge. Also, Monero is on good terms with some Core developers, at to me it looks like a seal of approval. This is why I'm hodling a small amount of XMR, especially since it has performed very well in the past. And who knows, maybe I'll even have to use it one day.