How is it hypocritical for Europeans to care about a war in Europe but not about a war in the Middle East?

War in Ukraine directly affects European security and pushes millions of refugees into Europe. The Yemeni conflict obviously does not directly affect Europeans.

Especially when Saudi oil would be used to substitute for Russian oil. It's not really moral to buy Saudi oil instead given that the Saudi conduct of warfare in Yemen is worse than the Russian conduct of warfare in Ukraine.