Because the US is a closer ally and the EU was forced to pick a side. The EU did not move spontaneously and alone, it moved as part of coordinated action. Furthermore, Russia launched a direct attack into European territory, making it a much more direct military threat.
What you are proposing here is different. You are asking the EU to spontaneously and unilaterally decide to go after its most powerful ally because of the human rights violations that they are committing somewhere else.