For a pure interception-style mission profile, an F-15 or even F/A-18 would perform much better. A Rafale or Eurofighter platform would also suffice. The F-35 is a Joint Strike Fighter though, and I think people forget why it was made. It's a bomb dropper, the F-16 will outperform it in a one-circle and two-circle engagement. The F-35 is just not built to dominate air combat, and that's okay. It only becomes an issue when customers don't know what they're buying.
Let's start with this, Russia knows that NATO fears escalation. As long as their MiGs don't open fire, they can maintain an ambiguous international stance (even if they were definitively wrong). SAM operators would hesitate to open fire; in training they learn that modern decoys can spoof RCS and potentially endanger civilian aircraft in the confusion. So, they raise the issue with their allies and see if a response can be scrambled to deter further airspace violation. Assuming Russia never intended to escalate, this is the point in their plan which they bail out.
You're correct that Zaslon is largely useless here; the IRST is much closer to SOTA and well-integrated with the R-77 and R-73 missile family. These are pretty demonic missiles if you're a stealth aircraft, and they can be queued off-boresight to deter anyone from wanting to get close: https://youtu.be/a6TiPNW512g