Let's be honest...these days, heck even when I was there, someone in a Balaklava, military gear and with an assault rifle walking with others, would raise eyebrows in Russia as much as some Texan in Texas with an open carry pistol in a holster. Meaning not much. The police and everyone else would just assume they work for some other department.
I remember getting into a fight (actually rescuing a guy being beaten up by 5) in a club and when we opened the rear doors of the club, to be faced with OMON in blue, all masked up and a machine pistol aimed at my chest. Perfectly normal in Russia.