Let's not discuss here who's damaging Russia and who's not, because it's not the place.

Yulia and other Russians have no reasons to go to USA, not really. I don't understand why would somebody want to leave their country, when they have the facilities, the coaches and the money to train.
What makes you think that Yulia cares much more than Adelina about what others write or say about her? A part from the fact that Yulia is very much loved, she's most probably crying and being angry with herself not because somebody said something not nice about her but because she is too hard on herself, and wants to live up to the high expectations, always.