I don't think it's the climate, at least it's not the sole reason. After all, Russia is a huge country and Russians live all over it - from Siberia to the Russian Black Sea coast with its subtropical climate.
I suspect it has to do with the average hardship of life and, at least with Russia, major social and economic upheavals that happen often enough for every generation of Russians to be affected.
> Extreme cold and very dark days tend to bring people together
Also, this is probably the last thing that comes to mind about Russians in general. For the most part, they are notoriously individualistic.