There are two points of border control at the line Kiev - Moscow in Russion Federation, Some trains have a border control at Bryansk Orlovskii staion, other trains have a border control at Sizemka staion. As I can see it on schedule, trains №5 Moscow - Kiev and №6 Kiev - Moscow have a border control at Bryansk Orlovskii staion. Perhaps you did not understand at which station the train passed border control. I`m sorry for mistakes in my english.
На линии Москва - Киев поезда проходят пограничный и таможенный контроль на станциях Брянск-Орловский и Суземка. По расписанию, 5 Москва-Киеве и 6 Киев-Москва проходит таможню на ст. Брянск-Орловский.