The movie “Enemy at the Gates” portrayed this in the defense of Stalingrad. Any retreat of Russian soldiers was met with Russian machine guns.
It’s cultural, unauthorised retreat or surrender historically considered shameful and treasonous in and it is a felony under a federal law to this day.
You can see footage of a Russian strike aircraft from the Georgian War intercepted missile with it’s engine and shredded by shrapnel but still engaging target as far as it still has payload and another engine keeps it in the air.
On the other hand I don’t think it is the case for Ukraine. Even if there is a truth in the article, the reason for this shooting is that a few rebels are Russian personnel actually. The majority are local Ukrainians or volonteers from anywhere. Who would tolerate an armed gangs on it’s territory?