Please don't give them ideas, there's enough populist politicians who would immediately follow up on that idea with disastrous results.
You are right that there's a distressing amount of "Russia-affection" in Austria, especially on the right side of the political spectrum and in some areas of the industry.
Some of that has historical roots, because due to the neutrality Austria has long been the place where the two sides of the cold war have met and had a neutral ground. While Austria has been (and is) definitely "West" aligned (whatever that vague term means), this means that there has been and is more contact to Russia than pure geography would suggest. Note that I'm not trying to "excuse" it, but just describe some of the reasons.