You might be underestimating how remote some Soviet capsules landed. If they overshot their landing site they might be alone in the wilderness for days until rescue teams arrived
"Kosmonaut survives space mission, gets mauled by bear protecting her cub" is not a great headline. Bringing gun was relatively cheap insurance
That works if you have absolute trust the rescue team will reach you on schedule. If you are unsure whether few days won't turn into few weeks, or whether there will be a rescue team at all, it's best to secure food and shelter while you still have the energy to do it.
"Kosmonaut survives space mission, gets mauled by bear protecting her cub" is not a great headline. Bringing gun was relatively cheap insurance
Let's be honest here: the Soviets were never going to print that anyways.