If that were true countries that don't depend on russia would not be affected. Greece uses little natgas, and only only 4% of it is russian, yet it sees some of the most steep rises.
Lots of countries import gas using LNG terminals. Those gas ships can go to any country that has import terminals and they set sail for the highest bidder. So gas is like oil, there's only a few global prices.
It's not the Russian gas that is expensive, it's the intentional lack of supply of Russian gas that makes the market price for all gas go up (plus some other general market tightness due to COVID).
Similar price trends are to be expected across all nodes in highly interconnected grids.