Look at it this way: Russia is "did the Trump campaign talk to the Russians." Yes, obviously. Trump is quite fuzzy on what that means to him, and the country in general is, too. From a foreign influence standpoint it's a big fuckin' deal but from a Trump standpoint it's not like he's Boris and Melania is Natasha. Although that's an awesome image.
The Cohen investigation, however, is "Trump's personal fixer for ten years has flipped to Federal and State investigators." This is a president whose tax returns are... ugly. We don't know how ugly, we don't know why, but we know he's been fronting for Russian oligarchs for a long, long time.
We're more interested in Russia. From Trump's personal standpoint, Cohen provides a lot more personal jeopardy.