The EU was build to avoid another World War were Germany/UK/France start fighting. Once all European countries are tied economically for any of them to benefit of starting a war is very difficult.
And, of course, there is also the idea that a bigger economic area will create more opportunities and make Europe more competitive.
If anything projects like Nordstream prove that countries inside the EU were willing to increase their ties with Russia. If Russia had not initiated another war, Crimea was given a pass, there will be closer ties.
Russia has nobody else to blame from breaking ties with Europe but themselves.