Thanks to all the answers and comments. I think, I've finally resolved the problem of this question.
I see there are a lot of misconceptions around the web concerning magnetism and relativity relationship.
So, in the hope it will help others who are confused by the same issues, I'm gonna add a short FAQ below.
Q: Is an electric field a fundamental entity and can a magnetic field be understood as a pure relativistic effect?
A: Both an electric field and a magnetic field are fundamental phenomena. What relativity tells us is that everything depends on the chosen reference frame. From one viewpoint the magnetic field can be observed as a pure relativistic effect. From another viewpoint the observers see the world differently and, consequently, may even think that it's the magnetic field that's fundamental and the electric field is just a relativistic effect. Both viewpoints are correct at the same time. A good example of this is Moving magnet and conductor problem.
Q: How can a magnetic field be explained by relativity in a system where Lorentz contraction doesn't change charge densities? Take, for example, two charges moving parallel to each other.
A: According to relativity, when one frame moves relative to another one we should consider two effects: Lorentz contraction and time dilation. If Lorentz contraction is negligible for a particular system it doesn't mean relativity laws cannot be applied.
Take a look at the system of two charges moving with the same speed $\vec{v}$ and direction parallel to each other:

In the reference frame where the charges are at rest there is a pure electric force between them which is repulsive (charges have the same sign). It can be calculated using Coulomb's Law.
In the lab frame where the charges are moving to the right the repulsive force is reduced because of time dilation. Lorentz contraction doesn't affect length in the direction perpendicular to the velocity, therefore, the force can be calculated using the following relativistic equation G.17 from Appendix G of Purcell's book: $$ \frac{dp^′_y}{dt^′} = \frac{f_y\Delta{t}}{\gamma\Delta{t}} =
\frac{f_y}{\gamma} $$
where $ f_y $ is the force between the charges, $ \gamma $ is the Lorentz factor.
At the same time, for observers in the lab frame the force between the charges comprises both electric and magnetic components. So they may decide to calculate it using traditional equations (e.g. Lorentz force).
Both approaches are correct.
Q: Can relativity explain the existence of a magnetic field around a moving charge even when it doesn't interact with the other moving charges?
A: Yes. Relativistic laws apply even for a single charged particle moving in a vacuum tube.
From the reference frame where the particle is at rest there is just the electric field.
In the lab frame where the particle is moving with speed $\vec{v}$ its time slows down (time dilation) and its electric field $E$ concentrates in the direction perpendicular to the particle motion because of Lorentz contraction:

These changes of the particle's electric field and its time coordinate can be explained from another viewpoint by magnetic effects. And again both viewpoints would be correct.
Q: Can there be the same magnetic field around different media with flowing charges in a circuit?
A: Yes. By looking at Ampère's circuital law we can conclude that the magnetic field is directly proportional to the current. The current $I$ can be defined as $$I=\frac{dQ}{dt}$$
So, it all comes down to measuring how much charge is transferred through the surface over a time $t$.
The charges are flowing with different speed inside the different media. However, we should also take into account the difference between the charge densities. If the charge density compensates the speed variation the current can still be the same. And, as a consequence, there will be the same magnetic field around.
The interaction force, on the contrary, will be different because of the different electric and magnetic field contributions around various conductor materials.
Q: In the example of two current-carrying wires repelling each other why aren't the electrons getting Lorentz contracted in the lab frame? Doesn't it violate the principle of equivalence?
A: In fact, the electrons do experience Lorentz contraction in the lab frame. It's just that we specifically chose such a system where the density $\sigma$ of positive ions equals the density $\sigma$ of negative ions in the lab frame.
In a system where $\sigma$ of electrons is increased by $\gamma$ a nearby stationary charge would experience the electric force. However, all relativistic laws would still hold good. As a result, in the rest frame of electrons their density will be $\frac{\gamma\cdot\sigma}{\gamma}=\sigma$ and the density of positive ions will be equal to $\gamma\sigma$.