Russia's primary defence are missiles. By placing those anti-missile things in Poland, you neutralise Russia's main defence. I don't think you'd want something like that done to your country, right?
That's entirely silly.
They want to base
five interceptors in Poland, Russia has hundreds of ICBMs still active, mobile and fixed, in addition to her SLBMs which are totally independent of her territory for launching coordinates. While, admittedly, the interceptors based there would be capable of shooting down missiles in their boost phase before they can deploy MIRVs, it's still only five missiles. If Russia was at all serious about using her nuclear weapons there would a launch of at least twenty just to cover a single major country in Europe.
As a practical matter, the interceptors really ought to be welcomed by them as an independent means of defense against the possiblity of one of their guys losing it and making a rogue launch, thereby triggering Armageddon.
However instead they've decided to make some sort of huge political issue of it because...they want to? They're still stuck in viewing Eastern Europe as their turf? They want to keep open the option of using nukes on their southern neighbors on a tactical scale? It's impossible to say.