Well, from my (very limited experience) any originally English games, are best played in English, the only more or less thoroughly translated ones would be those done by
Бука, and that only, if that Russian company actually took on translating those games, and if those games were translated for actual Russian audience. Please correct me if I'm wrong, my experience with those specifically translated games is longer than a decade by now.
Other than that, I'd very highly recommend the English language setting, for the most authentic spoken experience in a game, speaking from experience there - with the Big Exception of Baldur's Gate II + addon, which I tested in both German and English languages, and found the German language speech much more appealing and characteristic, than English default version. But that is a rare exception for a purely English game, mind you.
Edit: Actually, from what I know, at least Pillars of Eternity 2 - Deadfire doesn't even have a German translation yet, despite having one new DLC released already, which I'd think there's even less chance of a Russian translation, not entirely sure on the first PoE though.
Edit 2: About Dungeon Siege, that is a very old game by now. And looking up online, it doesn't look like there's
any Russian fanbase about that game, much less any translation to that game. It fits my bit limited experience as well, that really few games ever get translated to that language, and even less so now, than about 6-7 years ago.
Also, specifically as a recommendation for Yoga -
Tyranny imo beats both Pillars of Eternity games, while being also from Obsidian. More masterpiece?
