Kind of a big question. Soviet holidays - the ones that survived - are irremovable parts of a social tradition, as are some other symbolic Soviet holdovers. They're both a part of our history and a part of the history of some institutions (such as, say, my university) that were founded or strongly transformed in the Soviet era, so turning back on them makes about as much sense as turning back on medieval holidays because you disapprove of the cruelty of feudalism.
Russia had constructed a vast, somewhat overbearing social state linked to an ideological totalitarian system and a strong police apparatus. It had many unpleasant or even insane aspects, but at the same time, it is easy to argue that Russia had experienced the highest living standards for the biggest part of its population under Brezhnev. The importance of at least a semblance of safety and public order in most places is also hard to overrate, even if the whole system was rotting rapidly by then.
So right now that whole system of assurances and controls came crashing down, taking many people who had come to rely on it with it, both literally (fatality rates jumped up for a variety of reasons) and figuratively. Only a relative minority managed to thrive in the new environment (my family didn't exactly thrive, but it didn't lose any ground either, so I suppose I can't complain too much). And everything that happened since was basically an attempt to recover from all that. Admittedly things did stabilise a lot by now, but on the other hand, the wealth disparity is not getting any better, and the education system is taking some serious blows due to attempts to make educational facilities pay for themselves. So one of the biggest things happening right now is that free education is being done away with/sharply restricted.
EDIT: Of course there's also more public freedom/less coercion, and little to no functioning ideological controls. The benefits of this are far easier to appreciate when you are part of an intellectual middle class though, I'd imagine, and even then they might be rather limited in practice.
