Seems like a political move. Given the S-400's capabilities (similar to Patriot but with longer range) the border is not where you'd put the S-400 from a tactical point of view. Patriot, and apparently the S-400, are basically "terminal" defense systems. They engage incoming ballistic missiles endo-atmospheric, with a relatively limited range / engagement envelop. Given that, you put the defensive batteries near potential high-value targets in range of whatever you are defending against. (eg. Nodong's or Taepodongs coming out of NK). With something like a Patriot or S-400 you don't defend forward and try to set up a barrier. Any incoming missiles will probably be too high, maybe even exo-atmospheric, as they cross the border.
Then again, maybe the Russians are telling us the truth for a change - just to keep us on our toes. Given the less than stellar history of NK rocketry the Russians should be afraid of a test shot blowing up, breaking up, or simply going astray. As they say, their territory is close to a test site. So if large and potentially dangerous debris (spent stages or worse, live stages with propellant in them) were coming down towards Russian territory this would be a good system to try to break those up and/or detonate them before they hit the ground.