You need to understand one thing, their entrance test is more to check, logical and analytical ability. Also, it's a time-bound test, so try finishing the test within the time limit and see how much you score to judge the level.
Secondly, the first semester of this Masters degree comprises of Maths and Programming courses (which other online masters degrees expect you to know beforehand) hence they can keep the bar slightly low, as they will teach it to you.
HSE is one of the top Russian universities and offers some of the most difficult/challenging courses on Coursera. If you want to get a flavour of what the degree will look like, you can start with their "Mathematics for Data Science" specialisation. This is part of their Masters in Data Science program.
In my opinion, this is one of the most rigorous online Master's degree offered right now. They have also collaborated with Yandex (Russia's Google, also check their Yandex School of Data Analysis) ensuring that the course will be practical and relevant.