It’s taken some serious glad-handing, and the intervention of two national governments, to reconvene works last seen together before the Russian Revolution. The cost of presenting so many inestimable paintings outside Russia is undisclosed but astronomical. Insurance and shipping alone would be beyond the reach of Paris’s public museums; it fell to Bernard Arnault, the richest man in France and the president of the Fondation Louis Vuitton, to foot the bill.

The capstone was meant to be an inaugural visit from Vladimir V. Putin, alongside his French counterpart, François Hollande. (Mr. Putin was also to dedicate an ostentatious new Russian Orthodox cathedral, hard by the Eiffel Tower, which Parisian wags have nicknamed “St. Vladimir’s.”) But this month, after Russia vetoed a French-drafted resolution at the United Nations Security Council that sought to end the bombing of Aleppo, Syria, Mr. Hollande characterized the Russian-backed strikes as “war crimes.” A few days later, Mr. Putin’s visit was called off, though both presidents have written introductions for this show’s cinder block of a catalog.

Over more than a dozen uncluttered galleries on four floors, Ms. Baldassari plots Shchukin’s acquisitions as Europe tips into war, though she ruptures the timeline with some thematic presentations, like a gallery of portraits and self-portraits that opens the show. Cézanne broods. Gauguin flashes his teeth. Amid them are two portraits of Shchukin, done by the lesser-known Norwegian expressionist Xan Krohn, that translate him into blocky zones of color. In the full-length portrait, he appears in a gray morning coat, hands clasped before his waist; he stoops, he appears shy. The bold background of orange and white rhombuses only hints at his avant-garde sensibilities.

Indeed, Shchukin’s first purchases were creditable but benign, including a whiff of Romanticism: a lakeside enchanted castle by the Scottish painter James Paterson. Landscape, though, an early passion, led him to Claude Monet. He acquired a preparatory version of Monet’s “Luncheon on the Grass” of 1866 — the uptight, unfinished cousin of Manet’s painting of the same title, in which a dozen Parisians practice the new bourgeois art of doing nothing. (Where Manet’s women got naked, Monet’s clung to their petticoats.) “Luncheon on the Grass” foreshadows a clutch of major Impressionist Monets, including an 1886 portrayal of the Normandy coast as a milky field of periwinkle squiggles, and one of the finest of his London impressions, done in 1904, featuring the Houses of Parliament festooned with calligraphic sea gulls.

In many cases he bought, despite his reservations — and would waver in the face of his own uncertain taste. After “Dance” and “Music” netted Matisse terrible reviews at the 1910 Salon d’Automne, Shchukin backed out of acquiring them; then, via telegram, he changed his mind again and renewed his purchase. (After they arrived in Moscow, he wrote to Matisse, “I hope to come to like them one day.”) He was plotting out, first for himself, and later for the Russian public, how form would become paramount in Modern painting, and how illusionism would give way to a new artistic autonomy. It was a didactic approach, at odds with our stereotypes of private collectors as pleasure seekers or investors.