I don't think Philip was willing to defect, really, if it weren't for the circumstances. He's got two kids to think about whose lives will be shattered when they find out that their parents are spies from the Soviet Union. It's about them. He's been away from his homeland for about twenty years, which is a lot of time for every place to change. He's not pure Russian, not American, he doesn't have any place to be and if it's a choice of being discovered and either placed in jail or being sent back to the USSR in disgrace (and potentially prison in Siberia), he'll choose the best for his family which happens to be defecting. Getting closer to his wife also strengthens his love for the USSR. She loves it so much and it's what brought them together. Being tortured probably set his mind back to training as well, so he kept quiet.

They do a bit more of Stan's Russian, there's the bit with Amador and the candies (which I originally thought were pins and when he put one in his mouth, I freaked. Then I realized they were like M&Ms or something.) I imagine they'll do more of it later on.