Yes, I've been following both allhockey.ru and championat.com, but as you say, those sites feature especially user comments on articles rather than a full-fledged message board like here at HF. That's too bad -- it might help promote the KHL if there was a "central" message-board of the quality of HFBoards, for discussions both in Russian and English (and perhaps also in other languages).
I suppose we'll never get to see that now in the age of Facebook & Twitter. In this sense, we're lucky in that HFBoards is such a long-established venue with a large user-base. Difficult to launch a brand-new message-board in the 2010s, I'm afraid.
