I guess here in Russia we perceive formal events a bit differently from Europeans (unless we are speaking about something really formal regulated by protocol).
It is important to understand that if Russians dress up for opera it is not because they must. I would rather say that women often go to opera because they want to dress up. Still if some intellectual person loves opera but does not pay much attention to their appearance - then he or she goes to the opera dressed very cheaply and simply - it is also OK.
In the Mariinsky theater you will unavoidably see a mixture of differently dressed people - from jeans and T-shirts to tuxedoes. It is up to you which group you prefer to join. Russian women in general prefer to be overdressed. Personally if I went with my man, I would put on a long and fancy evening dress. However if I went with you after a day of guiding I would put on something less fancy but more practical.
So you have a choice - how to look and therefore how to feel. There is not much chance to be inappropriately dressed because of the lack of rules.