If they actually accomplished nothing, then why Russia keeps doing it? It seriously damages their international relations, and it's all for nothing?

Most of our own CIA's efforts have resulted in abject failure. They failed to properly predict or influence most of the major world events for decades now (disintegration of the USSR, Balkan wars, 9/11 attacks, increased authoritarianism in China, rise of ISIL, collapse of Afghan government, etc). And yet we keep increasing their funding. Well maybe if we give them another billion they'll eventually get it right?

Government resource allocation is seldom based on a rational cost / benefit analysis.

How would you measure accomplishment? It works for the same reason that advertising works.