It's a bit strange that Scott Alexander, when counting famous physicists with Jewish ancestry, counts zero of Russian/Soviet ones, and ever tries to explain this (pogroms, persecution, etc.)

There is quite a number of such physicists. Lev Landau, Abram Ioffe, Igor Tamm, Mikhail Leontovich, Zhores Alferov, Alexander Friedmann, Matvei Bronstein.

A list of famous Russian/Jewish mathematicians is also impressive.

Overall, ethnic Jews were totally over-represented in Soviet science...

It helped not being a specific political target of the state.