I see endless possibilities to explain how they got there. Secret missions, hard backup for an archeological expedition, a seemingly ideal situation to rejuvinite the belgium colonial empire... Nothing is impossible at the back of beyond.
They are escorting an armoured train full of Belgian chocolates. It was a present sent by the king of Belgium to the Tsar, but because of the RCW they found nobody at the delivery address, so they wander around through Russia with their train, looking for someone who would be entitled to accept the delivery so they could return home. When someone asks what's in the train, their captain answers:
(quote from Woody Allen):— "Chocolates."
— "Chocolates?"
— "Yeah, chocolates. You heard of chocolates? These are chocolates. I got you chocolates. (...) Listen, these are from Belgium. They're hand-made by Belgiumites."
