So far Baltics' grids frequency is stabilised by Russian massive hydro plants. Technically Moscow can bring down Baltics grids if they want to and try to hard enough. Baltics could try to disconnect, but there's not enough stable power generation to keep frequency stable permanently. Big part of electricity is imported from Scandinavian hydros and they can't be utilised for stabilising the frequency.

Another side effect - that means Kaliningrad would be unhooked from Russian mainland grid. They already have enough power generation on-site to keep the lights on, but I'm not sure if they have the means to stabilise frequency and enough redundancy if something bad happens. On top of that, political question comes up if it would become it's own tiny grid or become synchronised with continental europe grid too. Major Russian navy base attached to NATO-controlled grid may not sound cool for Russians :)

Independence from Russia, ability to import/export electricity from/tu EU

It was already delayed several times because of EU fears of Kaliningrad and Russia response. Hopefully now our politicians have enough arguments to make it happen.

While at it, it may be good to stop the special permit for visa-free train from Russian mainland to Kaliningrad.

Lithuania is already unhooked from Russian gas. LNG terminal in Lithuania can supply enough gas for all 3 Baltic states and there's a massive gas storage in Latvia. All 3 gas grids are well interconnected as well.

Russian gas through pipe were cheaper than fully loading LNG terminal though.