It is just a bit of a difference in culture I think. He was very likely told that the Avs wanted him in the NHL and wanted him to play regularly... but plans and things change. In Russia, I think they are more direct and more rigid in their planning (any Russians on here correct me on that, if I am at all off base). In NA we tend to be more flexible and willing to adapt and change if things are not working. It is really an expectation on society as a whole.
Very little in the NHL is given to a player. Even if they are given a spot, they have to continue to earn it. The Avs have to try to put the best team on the ice that they possibly can, and with Mironov in the lineup... they couldn't do that. They tried to let him adjust to the NA game. They gave him a chance to get better in the AHL and he sulked about it instead. I really get it from his perspective. It would suck for him to not be in the NHL. It would be hard adjusting going back and forth a lot... but fleeing when things are not going your way is the exact stigma teams are worried about with Russians.
All that said, I think Mironov will do well going back to Russia. He's a solid big ice player and can make a good living over there playing. It is the right move for him to go back.