Given THAADs defended area footprint and the geographic location... I can’t see why Russia would give a flying rip about it. If they want to waste the resources to set up missile systems to “counter” THAAD ... I’d say that’s great. That is just that many missile systems they don’t have available to threaten someone else.
I don’t think they will install any actual systems. They just want to make noise to advance the image of Russia being an eternal victim of aggressive USA. Some low information people might buy it.