Why are Western helicopters more expensive, yet smaller in size, but Russian helicopters are way less expensive, and larger in size?
It's just market.
Like most markets, it's not even entirely rational. In the end, people may just have preferences. It commonly happens that a car X is cheaper than Y (and/or depreciates more), despite being better on every objective measure as a vehicle. But on the Y's side may be long-term reputation, familiarity, etc.
Still, there are many perfectly rational reasons for such disparity (lower cost of Russian aircraft), particularly in the West.

Service cost and, even more importantly, its availability. Russia is not particularly renown for its after-sales service, even within the country. A grounded aircraft is a big money drain.
Likewise, availability and cost of pilots for such less common aircraft. This includes training, licensing them etc.
Typically higher fuel consumption per unit payload (for the same generation of aircraft).
Typically smaller service intervals and shorter overall lifetime. This is partly due to military origin of most Soviet/Russian helicopters.
Depreciation and later sale prospects. This is somewhat a vicious circle, but it's an important factor affecting purchasing decision.