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These were the hallmarks of the Rococo style of painting and building, that originated in central Europe around the middle of the 18th century, and found its way to Russia in the early part of the 19th century. According to Wikipedia, it featured "warm pastel colours (whitish-yellow, cream-colored, pearl greys, very light blues)."
This style evolved from the "Baroque" style of the 17th century that originated in southwest Europe, and was more symmetrical and formal than Rococo. Russia was relatively late in adopting European styles, so it is the later Baroque and Rococo of central Europe, and not the earlier Baroque style of Spain that was considered the (neo) "classical" style in Russia.