First off, let’s be clear that Russia’s relationship with
General Winter is not a healthy one. It’s among one of the darkest elements in the manga.

That said, General Winter is both a protector/guardian
of Russia and an enemy.

1) On one hand, he’s saved Russia from invading
armies.

The only setback of this is that his protection doesn’t work
on countries who are used to the cold. It’s for this reason that Russia doesn’t
have high expectations for General Winter, despite calling on him in times of
desperation.

It’s also important to note that at the time this strip took
place, both Russia and his sisters were powerless. He had no one to rely on but
General Winter, and even then, notice how passively devastated he is when he
realizes that he has no choice but to surrender.

“Do whatever you want.”

Those are the words of a child who has been repeatedly let down,
someone that hasn’t had their needs met and is used to surviving under abusive circumstances
– i.e. He was also under the repressive control of the Tatars here.

This brings me to my next point.

2) On the other hand, General Winter also attacks
Russia.

Consider this. You’re constantly being jostled around by
tyrannical controlling leaders, and the one person who protects you also abuses
you. In other words, you have an inconsistent parent who switches back and
forth between a nurturing figure and a physically forceful tyrant with no
regard for your well-being.

How do you think that would affect a person, let alone a
nation who has survived long enough to endure several lifetimes of this?

It’s because General Winter has protected Russia before that
Russia relies on him. What’s problematic about this is what Russia’s taken from
this relationship. It affects everything he does; how he expresses his
emotions, who he trusts, who he regards as his friends, what he expects from
others, how he interacts with them, and what he falsely deems to be a suitable and
healthy relationship.

On top of this, we know for sure that Russia has been traumatized by
his  relationship with General Winter.

Ex: When Parallel
France attacks Russia during the 2010 Christmas Event, Russia calls on General
Winter for help. When General Winter is defeated, Russia breaks down into tears
and remarks how “similar” this incident is to the past.

What’s more, notice how screwed up Russia’s relational
perceptions are.

He calls General
Winter a friend.

However, we know that in one of his character notes, he
refers to anyone he meets as a friend. It would follow, then, that Russia doesn’t know what a friend is. Simply put, he doesn’t know how to differentiate between the
good or the bad because he’s normalized this inconsistency. He expects that
others might be abusive, while at the same time provide for him – that’s what
he sees as a friend.

As such, Russia repeats and mimics this inconsistent ‘affection’ in
how he interacts with the other nations.

Ex: He sends political pressure with hearts.

How I see this is that it acts as a metaphor in representing
how Russia has equated love with force; they go hand in hand for him
because that’s what he’s accustomed to experiencing.

Likewise, since he has endured whole winters on his own
without any shelter, this also demonstrates the inconsistencies under which he was nurtured
and cared for during his childhood. Again, his sisters couldn’t always be there for
him.

A happy New Years’ was not freezing to death.

This could also be why his heart falls out.

On top of it literally being frozen during the Winter,
Russia has yet to learn what true love is. The care he received – cold
temperatures – was a double-edged sword in that it simultaneously assaulted and
insulted him. The warped love he knows is both forced on him and forced out of
him as he attempts [and fails] to make friends.

All he needs now is for someone to thaw through his frigid
past and to help him experience a healthy and consistent relationship.