We use radio telescopes on Earth because of the atmosphere, right? It blocks the more energetic wavelengths but not radio waves and microwaves. So, since radiation like x-ray and gamma radiation are more energetic, wouldn't it be better to get those data instead of radio (I mean, having avoided the atmosphere limitation)? Why do some orbital non-optical telescopes work with radio waves? Wouldn't it be a gain in terms of resolution (resolution in the sense of getting more clean data) for example? Is there any technological limitation?
The biggest reason for wanting to put a radio telescope in orbit is to perform interferometry. For many single-dish telescopes, the best angular resolution achievable at a specific frequency depends on the diameter of their dishes. On the other hand, if you operate two or more telescopes in concert, then the best angular resolution the device - called an interferometer - can achieve is determined by the baselines, i.e. the distances between individual dishes. In this way, two smaller dishes say, ten kilometers apart can achieve the same resolution as a hypothetical dish ten kilometers in diameter - and since it's basically impossible to build the latter, an interferometer is our only option for extremely high resolution radio imaging.
Radio interferometer baselines can vary quite a bit - and because radio signals have long wavelengths, they need to be much longer than, for instance, optical interferometers (angular resolution depends on both diameter/baseline and wavelength). Some are just hundreds of meters apart, while others, like the Event Horizon Telescope, are separated on planetary scales. Taking this very long baseline interferometry (VLBI) to the extreme involves sending telescopes in orbit. As an example, the page you link to mentions Spektr-R, capable of achieving baselines of hundreds of thousands of kilometers.
There are certainly other reasons to put a radio telescope in space. For instance, the atmosphere isn't as problematic for radio waves as it is for x-rays, but there are some notable absorption bands from, among other things, water vapor and oxygen. These are problematic in particular for some high-frequency observing - for example, oxygen makes it nearly impossible for ground-based telescopes to observe between 52 and 68 GHz. The plasma frequency in the atmosphere also makes it difficult to impossible to observe below a few to ten MHz, depending on location.
There's also the complicating factor of radio frequency interference (RFI) from electronic devices. Radio quiet zones as well as RFI removal algorithms can mitigate this to some extent, but there are plenty of times where you have to throw out part of all of an observation because of this contamination. Atmospheric effects and RFI have been key motivations for proposals to put a radio telescope on the Moon (e.g. the LCRT). VLBI, though, remains the driving factor in space-based radio telescopes.
Of course, the tradeoff is that any telescopes in orbit are limited by the size of the rocket carrying them, and the best radio telescopes tend to be quite large. Even the infrared James Webb Space Telescope had to have its sunshield and part of its mirror folded up to fit in its faring; the same problem would befall any sizable radio telescope. You're not going to get something much larger than on the order of ~10 meters without some serious feats of engineering, at which point it's probably better to just keep the dang thing on the ground.