Because they were walking across the Bering Strait, they could not take the normal route. Consequently, they didn't have the correct stamps and a landing permit.
He will be worried that the authorities will not let him walk any further in Russia.
Even when he was crossing deserts, he was thinking about how he was going to do it.
I'm just extremely relieved for him it's over. But it's not really over, it's just the start of another adventure.