The reason is the same as for why the US, UK and Germany have a huge population of agents in Austria - because they never left after WWII and Austria doesn't have the resources to kick them out or the interest to fight with all those countries.

Austria-Hungary and Russia used to have the biggest secret services in Europe, after WWI the infrastructure in Vienna was almost immediately used by the west to spy on eastern Europe, during WWII by the Nazis and since Austria's occupation "legally" by everyone.

And Western services are very happy to spy on Russia from a rather save place, that's why the US has been putting in effort to warm up their relationship to Austria in the past years instead of piling on pressure. They are well aware of the situation in Vienna, their own agents help creating it after all.