I would be impressed if they risk it. Literally half of Mongolia’s population resides in their capital city Ulaanbaatar. If a country bordering Russia were to arrest the sitting Russian president and turn him over to Copenhagen then there’s a non-zero possibility of a retaliatory airstrike on the capital, destroying their only major city and killing a significant percentage of the entire country’s population.
Paper: https://www.sciencedirect.com/science/article/pii/S0927650524001130?via%3Dihub
Seems to be free access, for now