The key to Under Western Eyes is that the narrator is not Russian yet involved with the major characters in such a way he is intimate with the full details of the story but still about to be detached. Conrad was clearly trying to make non-Russian readers understand what it is that motivates the characters he chose to write about and as a result apart from using the actions of the characters to fulfil that objective you also get passages where he guides the reader through the differences more overtly.
“That propensity of lifting every problem from the plane of the understandable by means of some sort of mystic expression is very Russian…I suppose one must be a Russian to understand Russian simplicity, a terrible corroding simplicity in which mystic phrases clothe a naïve and hopeless cynicism. I think sometimes that the psychological secret of the profound difference of that people consists in this, that they detest life, the irremediable life of the earth as it is, whereas we Westerners cherish it with perhaps equal exaggeration of its sentimental value..” pg 76
One of my colleagues asked me to stop reading Russian literature yesterday because it “is depressing” and might have a negative impact on me at work. Conrad would have loved that I think because it would have confirmed that western eyes do indeed look at things differently and where some see doom others see inspiration.