All countries act in their national interests. Russia has gone on the path of military conquest. The EU is a free association of nations. I'm not enamored of it, but countries are free to exit without having EU troops occupy their capitals. Note that Serbia is attempting to join the EU, and may successfully do so by 2020. How bad can the EU be?
I guess that depends on whether you want to be free to live as a Christian, or prefer to have aggressive secularism in its multiculturalist incarnation rammed down your throat, and whether you want your country to have its own economic policy or to have its economic decisions dictated from Brussels (and indirectly Berlin).
Full disclosure: my tag-line is a quote from remarks Slobodan Milosevic made when the kangaroo court in the Hague refused to allow him to show photographs of Bosniak jihadis exulting over piles heads from decapitated Serb prisoners. If FR gave us more room it would read
"And when they behead your own people in the wars which are to come, then you will know what this was about." -- Slobodan Milosevic