The lesser of two evils.

One way to think of this is how human moral frameworks change under extortion.

If someone says they will kill your family unless you steal gum from the gas station, almost every moral framework posits that you steal the gum, not because your intention is to steal the gum, but because your intention is to save your family.

Russia and Qatar are vastly different extortionate threats to the EU, therefore, it's reasonable that the decisions landed as they did.

"Don't buy gas from bad man" is not naively the operating principal here.