A more appropriate question might be, where are the armored vehicles now in Russia?
And as it turns out, they have indeed started adding armor to transport craft, including trains: https://en.wikipedia.org/wiki/Russian_armoured_train_Yenisei
And despite Ukrainian strikes earlier, the Russian bridge over the Kerch strait remains standing and in use for some (not all) logistical supply from Russia to Crimea, and this is due in no small amount due to the amount of 'armoring' that is inherent to the design of a bridge that must cross a strait of that size.
It's a question of cost more than anything, the more expensive a transport means becomes to build, the more it makes sense to start including armor to force an attack on that transport to itself have to invest a lot more for success.
The strikes ukraine makes in russian territory seem like they are extremely successful but limited in quantity and scope. Why not push that envelope? Some factors must exist that prefer these attacks to be small scale headline makers vs actual large scale destruction.
https://oshkoshdefense.com/vehicles/medium-tactical-vehicles...