St. Petersburg: The level of hostility these builds portray is essentially related to their effectiveness. No one is really scared of an army here... because an army is horribly ineffective at portraying long-term force. It can threaten Norway, oh sure, but then you have an army in Norway which can't go any further against England (unless you supported Sweden to Norway with the army, which is even more hilarious because St. Petersburg is blocked for the build and Germany can snipe at Sweden). Likewise the army can provide a threat to Germany if allowed to occupy Sweden with a fleet in Baltic Sea, but (a) this is difficult to ensure and (b) even then, army Sweden/fleet Denmark is a very weak position for continuing against anyone, and army Denmark/fleet Baltic Sea isn't that great either.
Meanwhile, a second fleet in the Baltic/Bothnia area can actually be a serious danger to Germany, as it allows Russia to secure the water passages around the German coast and put a much more influential fleet Denmark/fleet Baltic Sea arrangement in the German's way. And of course a second fleet built on the northern coast of St. Petersburg constitutes an existential threat to England if accompanied by any help from France and Germany whatsoever.
Similarly a fleet in Sevastopol, or an army in Sevastopol when Russia has a fleet in the Black Sea which Turkey cannot dislodge, is a very grave threat to Turkey, and thus is received very hostilely. An army in Warsaw isn't inherently hostile to Germany or Austria because on its own it is little more than a nuisance; coupled with an anti-German/Austrian setup, though, it is indeed a serious problem and not received well. It is also for this reason that an army in Moscow only offends an ally who expected a build more threatening to an expected target!