These are propaganda coups for the Russians. They’re dragging anchors and getting away with it.
Can’t EU countries block Russian vessels navigating the Baltic sea?
To access the Baltic sea from the North sea any ship must cross the Danish straits. Same question.
It gives the impression they’re winning and makes the EU and NATO look weak.
The EU doesn’t want to be at war with Russia.
Russia also should really not want to be at war with the EU, but as you noticed, they don’t seem to care much about what they should do. If they fuck around enough, they may find out, but they are betting they won’t.