Rus converts to Catholicism instead of Orthodoxy, reunites earlier without the Mongol invasions, then in the Protestant Reformation, creates its own Anglican-like church. Later, Lutheran/Protestant Germans immigrate to the Volga spreading their influence, and British fur traders get involved in the north. By the end of the 1700s, Russia has several Protestant religions and is also part of the northern European-British-French sphere that led to the Age of Reason. Then, a backlash against the Age of Reason leads to an exploration of theology and the creation of new religious denominations.
In the early 1800s, Russia takes over Egypt somehow (probably an alliance with a Napoleon-like figure in the west). As Egyptology becomes a popular field and fascination with the pyramids and obelisks spreads throughout Russia, a Russian version of Joseph Smith creates a new religion based on artifacts that are claimed to be Ancient Egyptian or Ancient Israelite. This religion itself branches off into several new religions, which earn great popularity throughout Russia, as well as Siberia, which has been settled longer due to no Mongol invasions.
Soon afterward, the Russian Tsar does something to become immensely unpopular, leading to the decline of the Russian Empire. A civil war between various ideologies (theocrats, alt-communists, monarchists, republicans, alt-anarchists) leads to a decade of chaos. During that decade of chaos, bizarre apocalyptic theories gained adherents. The followers of these movements are absorbed into the neo-Egyptian "Russian Mormon" movement. Then the alt-communists win the civil war.
The alt-communists in Russia suppress the Slavic Church (the Russian analogue to Anglicanism) which is the largest religion in Russia and most threatening to their rule. After 90-100 years of this suppression, most of the population is secular, and the largest remaining religion is the neo-Egyptian "Russian Mormons", which the ruling party didn't consider to be a religion at all. In the late 20th or early 21st century, the "Soviet" "Union" falls, with a constitutional monarchy restored. The Tsar, who is a figurehead, claims the title "Pharaoh" among dozens of other, totally ceremonial titles.