I guess it's whether you like to buy a desktop computer, or home theater bundle, or buy the components individually. With the bundle, you often get "value" and the ability to "plug it in and go." With the components, you can usually get better quality and certainly get a customized system.
I admit, when I get a watch and there's no band, I'm sad--I want to put it on and try it out right away. But I agree that most of the bands sold with Russian watches are quite bad. You can get better replacements for very cheap (and then the quality is spotty), or medium cheap (and still feel like you've gotten what you deserved), or spend the money to get quality and comfort.
Add to it what TimeWanderer noted--that truly vintage Russian watches were originally sold without straps--and that adds another check mark in the "component" column.
I also order NATOs from Watchbandgirl. I like goodcheapman's mesh 18mm bracelet (looks great on my octagonal case amphibia), and the lizard bands from milanowatchbands. I've ordered from Crown & Buckle (got a great deal on a calfskin NATO) and others as well. It's good to customize, and to have the flexibility that multiple watchbands can have for your watches.
Of course, since I tend to go for <$15 bands, there have been some busts too (I don't know WHY I thought I'd like this electric blue leather band on my Scuba Dude), but that's part of the process!