While you cannot play the story of Artyom with a friend, there are ways to scratch the itch for "Atmospheric Eastern Bloc Co-op":
Adding co-op to a game built specifically for a single-player, scripted experience is a monumental task. metro 2033 co-op mod
Metro 2033 uses a checkpoint system tied to single-player progression. Synching checkpoints, inventory data, and moral point choices across two separate PC clients requires rewriting the game's core save architecture. Current Status of Metro 2033 Multiplayer Mods While you cannot play the story of Artyom