I'm in Dubai and not paying any taxes, so I'm not that worried if the EU cares about me or not for the moment.

The Russians haven't cut off gas to Europe. They've cut it off to Ukraine and Belarus, which had knock on effects in Europe, but that's not the same as using it as a tool directly against the EU. The Russians might be obscure in their thinking, but they're not stupid, and holding the energy to ransom isn't in their best interests.