Yes I am.
All citizens of Kazakhstan including ethnic Russians in Kazakhstan can not have dual citizenship. Russians born and raised in Kazakhstan are very different from Russians from Russia in terms of their culture etc, of course they speak the same language. Russian is a de facto the lingua franca of Kazakhstan in addition to Kazakh language.
I agree with you in principle that it should be a right and it would have made my life much easier. Though all countries have reasons for not allowing dual citizenship. Some are stupid and some are justifiable.
In Kazakhstan's case, I would argue it is understandable. Russia can easily destabilize Kazakhstan by issuing Russian passports to ethnic Russians and claim that ethnic Kazakhs are mistreating 'Russian citizens' and send in military forces the way Russia did in South Ossetia in 2008 while the world watched. Georgia allows dual citizenship and unfortunately Russia has more leverage to interfere into Georgia's internal affairs.