I believe Russias motivations are to control it's neighbours, that's what it's been doing for decades. Only exception being the Yeltsin era when it easened up a bit. With Putin it's the same as it was with the Soviet Union, showing off with military and threatening us to influence our politics all day long. It's almost a daily routine here and the same story in other Russian European neighbours.
If we left EU, most likely they would thank us and then continue. If you try to be friends with Russia, you can only move to one direction, to do as they say more and more. You become more under their control and you can't make move to the other direction or they will try to force you, maybe invade. That's what happened to Ukraine (and in the past Hungary and Czechoslovakia).
Also, please note that the EU is not a military alliance, more like a trade union. Finland is not a Nato country and there are no any other country's troops in Finland, except Finnish. So there is no Nato, or any other western threat to Russia from Finland. And yet Russia keeps massing it's troops on the border etc. So what they are doing is rather aggressive in nature.