Wouldn't it be best to leave the connections open just in case? I get not wanting to give the Kremlin a big button that says "black out Estonia" but as long as they can also get juice from the EU grid too, what's the problem? I suppose it's an issue of grid synchronization? If so, DC links could be used on politically tenuous connections on the global power network.

That seems like a problem of a single large provider and not a connectivity problem. It's a monopoly issue that would be less of a problem if a single or even a minority of players were not the largest producer.

At least electricity can be produced more broadly than gas where you had to win the lottery of location or game of Thrones of imperialism.