Most of these Russian hackers are ex intelligence or ex military. Or they are current Russian govt employees who are moonlighting for extra cash. If we were to go after them (seeking their lives) on Russian soil, it would open up Pandorra's box with regards to what Russia might do on our soil.
A better tit-for-tat is us setting up a gray hack force that will hack Russian banks and hospitals whenever they hack us. But maybe we're already doing more of that than is public.