If there's one league that suffered from the development of the RSL/KHL in Russia, it is the AHL. There was a time not so long ago when North America had two great leagues: AHL and IHL. These were the two best leagues outside of the NHL.
The rise of the Russian hockey leagues (RSL, which was re-named and expanded into the KHL) and the sudden respectability of Czech and Swiss hockey leagues made all the European talent leave our minor leagues. The Russians and other East Europeans used to make more money in the AHL or the IHL than their home leagues. Not anymore.
North American minor league hockey is a shell of what it was just a dozen years ago.
You're going to have guys going where the wages are, a lot of the time. A lot of players want to play in the best league in the world, but if you're European (And North American, in some cases) and haven't cut it in the NHL, getting decent wages in a career in the KHL is far superior to making 150k in the AHL.
There are some people who would be averse to living in Russia, and if you're North American its a long way from home, but that number is less than for the people who realize they can have a hockey life earnings of 1 million or 15 million.
KHL is the next best, the issue there however is, that after teams like Dynamo Moscow, CSKA, Ska, Traktor, Ak Bars, Avangard and Magnitka, which I think could be competitive playing NHL teams, there's a HUGE gap. The bottom teams like Yugra or Ekatrinburg would not be good enough for the AHL. No parity at all.