Because Coach is a dumbass. He wouldn't vote for Russell because he wants to keep the tribe strong, i.e., vote out Courtney who is the weakest physical player.
EDIT: Now that I think about, I'm thinking Russell knew Coach was going home and voted for Courtney so that if he got to the end, he can say, "I didn't vote for you Coach!"
Russell admittedly 'threw his away to courtney' with his last words, 'I hope it works.' (voting vid at cbs.com)
I thought this was to 'appease' daniella, who wanted courtney out, and let parvotti do his bidding to send coach home (and let her do damage control with daniella, since she probably trusts parvotti more than russell).
But it turns out Daniella heard Coach talking that day about getting Russell into his alliance with JT and Rupert, so her distrust level skyrocketed.
There was one other scene that comes to mind where Coach held a christian ceremony with Russell to strengthen their christian foundation as well as trust amongst each other. They hadn't wanted to play the 'christian' card, but according to Coach, Russell initiated it (according to Russell, coach initiated it, lol.)
Coach's last parting words to the camera were, "I just made my bed."