We don't have required infrastructure to handle these mRNA based vaccines. Their storage is done at -70°C, and our cold storage chain isn't optimized for such temperatures. Moreover Sputnik V vaccine is under Phase 3 trials, and it'll be approved soon.
Main reason for opting Oxford vaccine is it's cheap cost and easy transportation at 2-8°C. Even Sputnik V needs to be stored at -20°C, although it is cheap.