There's a thousand miles of empty desert to the next settlement, never mind city. Kazakhstan is big (and unlike the US, its southernmost parts are not the nicest ones).
Wait, what?
(FWIW Baikonur is still quite a way north of the Equator. AIUI a joint ESA-Russia Soyuz launch pad is now being built at the ESA launch site in French Guiana, which should save them a chunk of fuel).
In other words, launches from Canaveral need systems to ensure that a wild rocket doesn't land in downtown Orlando, while presumably launches from Baikonur don't have this problem on the same level.