Because the moment the old Communist system fell, the gangsters and opportunists took over....rather the way they did after the old Imperial system fell in 1917. The public became their victims.
Idealists always help to launch revolutions, but power-hungry pragmatists usually hijack them in short order. That happened in the early 90's with the full collusion of the West, which tantalized the Russian public with notions of a wonderful new democratic life, and then assisted various scoundrels in robbing them blind.
My father was on a trip to Russia last year, and he said that the Russians know they've been had, and are extremely cynical about the good intentions of the West, but that almost no one wants to go back to the Soviet system either, because it was a disaster of a different sort which they don't want to repeat. The baby has indeed been thrown out with the bathwater, and it will probably take one or two generations to repair the damage at the very least...given good luck.
The Russian public would have done well to listen to Gorbachev and make a gradual transition to a socialist democracy...but they were impatient. Yeltsin offered them exagerrated dreams he couldn't possibly deliver on, and they fell for it. Now they are paying the price.
Gorbachev, in my opinion, was a man of extraordinary vision, but Yeltsin was a mere demagogue, as well as being a drunk.