This is an interesting situation that I have seen many times. Guy pays for drink and gets peeved that nothing comes of it. Social culture is different in Australia, where the buying of drinks for a beautiful woman has only ONE motive - and y'all can guess what it is.
If you don't mind another opinion from a happily married man, Posh - there is never a problem if you turn the offer down politely, but there sometimes can be if you accept the offer. Nobody minds flirting -hell, that's what makes the world a nicer place, sometimes. You have every right to do whatever you want, and without him trying to berate you in public to make himself feel better. But with a "mad Russian" as your partner - I think you're a brave girl to accept drinks from anyone but him
Next time, just say "thats a nice gesture - would you mind paying for a drink for my husband, too?"
My 02.