Just because doing something has a negative outcome it doesn't mean not doing it can't have a worse outcome.

i.e. if a car jacker threatens to shoot you if you don't hand over your car that doesn't mean handing over your car was a great outcome.

In this hypothetical Putin had the choice between having a higher chance of accidentally falling down the stairs/out a window, or weakening his country economically. Putin doesn't mind watching Russia suffer more if it means a better personal outcome for him so the hypothetical choice is easy.