If this was the case, electricity wouldn't be taxed much higher than gas and phasing out coal wouldn't be the number one priority. You describe China's energy policy, not Europe's.
That said, I'm giving a rank ordering here, that energy policy is more important than rocket policy, not saying what's on top in general, e.g. for most politicians the economy is the core issue because it generates the tax revenue to spend on all the things that make the public want to reelect them, raise taxes on things people currently use too much/too fast you put brakes on whole economy rather than encouraging transition.
Also, EU policy explicitly regards energy security, decarbonisation and affordability as connected objectives: https://energy.ec.europa.eu/strategy/repowereu-phase-out-rus...
Also also, phasing out coal isn't inherently at odds with energy security, the stuff is a limited resource. Nuclear power would be a better example to question here, but again, that energy security is more important than rockets doesn't change the fact that in e.g. Germany nuclear power has a very strong political taboo.