You don't say where your trip begins, but I'm guessing it's outside Russia. In that case, the normal* procedure is that you retrieve your luggage at your point of entry into the country, carry it through customs, and re-check it on the other side. This happens no matter how the luggage is tagged. The only advantage of having it checked through to your final destination is that you can usually hand it over to the airline that will take it on its next flight immediately after leaving customs rather than going to a check-in desk. That, depending on the airport, may possibly save you from having to go land-side and then re-enter through security.

I suggest you find out how international arrivals at your Russian gateway city (you didn't say what it is, so we can't help you) are handled. The Russia forum here is full of experts who know all about that. Then find out if you'll have to do anything at that airport that requires you to go landside regardless of your luggage, such as change terminals at an airport that doesn't have airside inter-terminal transfers. If you do, then being able to check your bags through is of little value.

If you decide that you really want to check your bags through to IJK, the previous posts are correct. It can't hurt to ask. The worst that can happen is that the agent will say "no."

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*While I have been to Russia three times, the last time was several years ago. Things may have changed. They may not operate this way today, but chances are they do.