"Russia hasn't tried to invade the EU" is quite weasel-word-y. They certainly have invaded countries in Europe, specifically Ukraine; the only reason they didn't invade countries in the European Union itself is that would trigger a war that they would face massive casualties from and inevitably lose, in part due to NATO alliances.

Military power is what has kept the EU safe, and countries without strong enough military power — such as Ukraine, which naively gave up its nuclear arsenal in the 90s in exchange for Russian promises to not invade — are repeatedly battered by the power-hungry.