Then why original Yandex founder is under EU sanctions?
Spoiler: because until June 22 (effectively until the sanctions hit) he was a Yandex CEO and owner of 8% shares (45% voting shares).
There is no "almighty Kremlin" that owns everything. There is, however, a set of rules you must comply to if you want to do multibillion dollar business in Russia. You either bend, or sell your business to more complacent oligarchs. Durov chose the latter, Volozh chose the first.
makes sense that original engineers/founders create their own stuff via opensourcing their original work