I received my exit stamp normally. Is this likely to be a problem when I re-visit Russia? I was traveling back to Europe with Belarus as a stop on the way - I also received an arrival stamp in Belarus but never an Exit stamp.
They didn't take your migration card at the Russian border because it is a common card for both Russia and Belarus.
Belarus doesn't stamp out for all means of entry, which means you had no one in Belarus to collect your card.
This is not a big deal at all and will not prevent you from re-entering either country.