It's not remotely dangerous to the European leadership.
It is dangerous to EU citizens who are on the receiving end of a campaign to radicalise national governments with far-right Russian-funded puppet regimes which will - clearly, as we can see in the US - be absolutely hostile to existing freedoms.
If they don't want far-right Russian puppets to win then they should actually respond to the wants and needs of their voters instead of scolding anyone who goes against their neoliberal warmonger groupthink as "pro-Russian", whatever that means. They're only digging their own graves if they think denying reality will save them.
Honestly I feel like people won't care and the sanctioning helps less and less if it doesn't do the opposite.
They feel like repeatedly the baby was thrown out with the bathwater wrt migration and the like despite popular opinion being very much against those. Often getting no genuine choice of opposition that wasn't fringe right.
Now I know so many people who will in turn throw out the bathwater containing their national or supranational interests, rule of law (that limited their options), etc. People who one will struggle to reach across the isle... and it was utterly predictable.