I don't think it was really "behind", it's just a very different place. I noticed that people in the West had a hard time understanding Russians. So do I, at times, but relative proximity (both cultural and geographic) helps here. Russians think differently than Europeans. That's actually a rather important point Putin makes, too (that the West tries to "assimilate" Russia into it's thinking). Even if they are fascinated by the West, adopt things from there, they do things differently. Putin is actually rather good, from the Russian point of view, though there were better than him. Both on personal and national level, there are major differences between Russia and, say, the US. I think it's a major part of Russian decline. They try to imitate the West (because it's rich) and don't quite understand (or are unable to replicate) the thinking behind it's achievements. They can't understand the Western way of thinking, which is the real key to success in the Western world. On the other hand, it's riches are very alluring, so they'd like to have a piece of that. However, it's not working out due to certain, crucial, cultural differences.
For example, classic Cold War rhetoric "Equality vs. Freedom". Russian communists (Lenin et al) were initially quite serious about equality. It's been ingrained into thinking to a certain degree, for long I couldn't understand racism in the US, for example. It seemed ridiculous and primitive to me. Same with misogyny. Communist media have plenty of strong women, while in the West, they didn't even think about allowing women to serve in combat until recently, Soviets had no qualms against not only forming all-female combat battalions, but throwing them into the grinder along with the male soldiers. On the other hand, personal freedoms are often seen as somewhat secondary. I heard individuality is in high demand in US, which is part of the reason I'd like to go there. In Poland, at least, it's not very welcome, especially if coupled with intelligence (it's likely similar with Russians). Also, when coming across an oppressive law, a westerner would appeal to change it, while an easterner would break it. There are numerous differences like that. Westerners often simply can't grasp how Russians think, and vice versa.
I think that depression isn't really "about" USSR dying, but definitely because of USSR falling apart. They're depressed about being flung into a difficult reality, without even upbeat propaganda to cheer them up. Russians are used to not being in control of things, life was miserable, but rather easy. Now they have a lot of possibilities, but would also need to work for them, since government doesn't provide as much as it used to. They see so much things they can't afford, things they will never get. It simply doesn't occur to most that they could, in fact, afford those things if they worked for them. The default mindset is "those things require connections/special skills/something I don't have" and they don't even try. Many people in Poland fondly remember the communist regime for exactly the same reasons. I can see why Russians are depressed, in Poland, it's not that bad due to this mentality being artificially imposed on us for about 50 years, and a helping of German influences. We can cope with the changing world, though often in unorthodox ways (which actually is a big plus in the West). Russians have much more trouble, so they turn to their old, old way of deal with it, which is drinking lots of vodka.