This is a well-given description, but you left out one part: the prisoners are caught and in jail. Their situation is not good, no matter what. The Prisoner's Dilemna does not happen to two people who made good decisions and whose life is going great.
Related, bank runs don't happen when everything is fine. They happen when there's enough evidence that the bank/banking system is in trouble to the point that the question is even raised. If you told, for example, Germany, "Your banks are not safe and they'll collapse shortly" you'd get a bunch of blank stares. There's zero evidence that Germany is in that kind of trouble, banking or otherwise. Nothing would happen.
In Russia? The evidence is on every street corner. It's in every shop, every home, every news broadcast, and yes, every bank. The banks had to put up a bunch of new rules, desperately bribing people with stupid-high interest rates just to put their money back in. This is not what banks do when things are going well. This is a
reverse fire sale. "It's only for three months" is also one of the most pitiful lack-of-defenses I've seen on these forums. Also, considering what's happening to Russia's inflation, their GDP, and their ruble, 20% ain't
shit. Remember, a ruble was 0.013 dollars in mid-Feb. It's 0.0075 now. That's way more of a loss than 20% for 3 months can possibly overtake. If you didn't withdraw dollars, you got
fucked.
Now again, The Prisoner's Dilemna is a good depiction, but the underlying premise needs to be considered. The DA doesn't knock on random-ass doors and offer them a plea deal. They offer it to people in handcuffs in a room with a one-way mirror. Even if, as you rightly suggest, every single Russia leaves their money in the bank, they'd minimize the remaining damage. But they are still stuck with rubles, which are worth as much as a Putin promise to not kill journalists.
Those Russians who got their money in dollars basically won the dilemna, and in many cases I'm guessing that happened because (breaking the Dilemna here) they knew ahead of time what was going to happen. I'm sure Putin's until-recently allies had some dollars and euros tucked away, but I'm guessing the average Russian does not. Meanwhile, the Russian goverment and therefore banks moved as quickly as they could to lock down the remaining useful currency (i.e. anything not a ruble) for themselves. Doing so moves the Prisoner's Dilemna from offering two people the chance to rat each other out, to a larger number like six, while the deal is only available for one. Hmm, a gambling game named for Russia in which someone gets really fucked. There should be a name for that.
Since you seem interested, I'll briefly mention there is a variant of the Prisoner's Dilemna where the same people play the same game over and over. It doesn't take long for cooperation to be required, since otherwise, the cycle of revenge kicks in and everyone loses far more. It doesn't apply here, once the Russian bank is out it's out,
but it's worth a look.