Jiri Hamza's statement comes after the US Biathlon Association said it planned to boycott the event in light of Russia's alleged doping violations.
"The French said that they would go to Tyumen, because [French biathlete] Martin Fourcade is aiming for victory at the World Cup. This is the common decision, we want to save our face," Hamza said as quoted by the sport.cz website, adding that in spite of possible losses, "it will be wrong to abandon our stance."
Meanwhile, Fourcade spoke out on Saturday against the boycott of the World Cup final, stressing that Russia was a "fan of biathlon" and that its people should not be "punished for actions of some of its officials and athletes."
In February, the International Biathlon Union's (IBU) Executive Board decided to keep the BMW IBU World Cup, the IBU Cup 7 Uvat and IBU Cup 8 Khanty in Russia as originally planned.
Fourcade consolidated in January his position as the overall leader in the Biathlon World Cup after winning the Oberhof 10 kilometers (about 6 miles) sprint in Germany.
Since 2016, Russia has been in the middle of the anti-doping rule violation scandal. Russia has refuted the accusations of running the doping program but acknowledged that the country's sport has some problems with doping that are being tackled now.