Why didn't they duel in Russia?

They did duel in Russia, or at least start to. Ferraud called for volunteers to scout the woods around their camp, but he was looking right at d'Hubert when he did, and d'Hubert understood it for what it was -- a pretext -- and accepted the challenge. This might not be obvious, but it was a callback to what Tom Conti's character said early in the film -- when the state was at war, duels were forbidden. Well, France was at war with Russia, so duels were forbidden. But Ferraud was too fixated on his grievance, so he was trying to call d'Hubert out anyway, even though it was off limits. Also, given the death toll of the Russian campaign, Ferraud might well have thought that this was the last chance he'd have to settle things, so to hell with the rules. d'Hubert might have been thinking along the same lines, or might even have been thinking that this whole situation was so horrific that death didn't look so bad, and so accepted the challenge. But the appearance of the Cossacks recalled them both to their duty, and they put aside their quarrel and attacked the Cossacks together. They didn't continue the duel because the whole situation had reminded them of their duty as soldiers in the French army, in hostile territory.