I don't think that argument makes any sense at all.
Yes, Russian elite was very Westernized that's a fact, many "natural" Russian nobles knew French as their own language and even the greatest Russian poet, Pushkin wrote his first ever verses in French language.
However, we have to admit that the Russian empire was in a sense a cosmopolitan society that at certain periods of history absorbed very large numbers of foreign immigrants which settled not only in Sankt-Petersburg, but also through out all the country as well.
The first generation of immigrants, still had difficulties in adobpting to the local Russian customs, but majority of their children and grand children were complitely Russified.
Moreover, a foreign person, wouldn't be able to reach the heights of the Emperial society without becoming culturally "Russian." In this regard, the most important component was the Russian Orthodox Faith, all the Germans, French, Scotts, Italians, Spanish and other immigrants that moved to Russia had to become Orthodox if they wanted high state positions and respect.
It wasn't always the case of course.
It's true that up until the communist revolution, there still were cultural enclaves in the Russian empire where the immigrants complity lived in their own commuty. Like for example Volga Germans who had their schools, villages, churches etc. and many of whom didn't even speak Russian.
The other day, I also saw an interesting documentary on Russian TV about Estonian villages in Siberia, where people until recently lived complitely "Estonian" way of live and spoke only Estonian between themselves.
It's interesting that the personal pilote of Molotov was one of those "Siberian Estonians."
However, you had to be "Russian" if you wanted to achieve something in that country and all the top of the society was complitely Russified.
The immigration to Russia actually started much earlier before Peter the Great. There was a huge Western settlement new Moscow in the 17th century called "Nemetskaya Sloboda" (German settlement). It was the place were Peter got to know Western culture and customs.
However, although Peter was indeed fascinated with the West as well as the rest of the Russian nobility (regardless of whether they were from Moscow, Sankt-Peterskburg or anywhere else) they still continued to be Russian and viewed themselves as direct heirs of Moscovited and Ancient Rus.
"Sanktpeterburgian empire" doesn't make sense to me at all, that thing didn't exist.