That's true, yes, but I believe it only applies if you are a high-ranking official or work in a very sensitive position. Either of those are usually a good indicator that you're okay with "the system", are not a threat to it and your country's intelligence services won't go after you.

I don't think the average citizen has to worry about the FSB finding their kinks and blackmailing them. You don't kidnap poor people's children for ransom, you don't blackmail people who have no special powers.