It is hard to grasp because it is a stupid theory. If they wanted him dead, they had him in prison and could have killed him. They thought he was more valuable free after a spy swap.
If they spy swap then poison him, next time they won't get a spy swap - nobody is going to spy swap with a country that then assassinates the swapped spy. They will have gained nothing and lost an option. They will be worse off.
It is possible that the Russians are stupid, and are happy to be worse off having made a point. Stranger things have happened. But it is also possible, and indeed quite likely, they are not stupid and there is something else going on.