This was the Soviet plan (IIRC a new spaceship named Zarya was to replace the Soyuz), and they also was construction a second launch site for it at Plesetsk for high-inclination launches (it is now the site of the first launches of Angara). Unfortunately when the Soviet Union broke up the manufacturers for the Zenit rocket (along with almost everything from the design bureau of Mikhail Yangel) went into Ukrainian hands and territory, and the Russians really don't wish to use a "foreign launcher". That is the main answer for your question.IIRC RSC Energia has proposals building a "Russian Zenit" - search "Energia-K" for details.
The main reason appears to be the "Not Invented Here" syndrome - Zenit was mostly Ukranian, not Russian. But it also makes sense that Russia would concentrate an all-domestic capability for national security & prestige.
To Lobo - please note that Energia-K and Sodruzhestvo Are 2 different LVs (even they share similar components). Just try to compare payload mass.