If Russia attacks a EU country, then there would probably be a EU response, which probably would trigger a much broader conflict. NATO will most likely respond once that happens.
The EU is not a military alliance. There would certainly be an EU economic response, but most of the good economic sanctions are being used over Ukraine. So there's not much more to do there.
NATO, Finland and Sweden all inter-operate and train together. They've got the readiness and the skills.
But we're not fighting to defend Ukraine because we don't want to start WWIII. Nuclear uncertainty is uncertain. Far better to deter an invasion by using the implied nuclear threat of NATO self-defence - than to make the implied threat of intervening in a war if Russia has already started it - which might lead to Russian nuclear "self-defence".
Also of course, Putin can't now invade Finland, because he's just bogged most of his army down in Ukraine. And they're going to be busy for a bit. And after that, they're clearly going to need some retraining. Fuck knows what their excuse for a war plan is, but they need to thinnk about sacking shooting some generals and get in some better ones. They've done a pointless parachute drop, a couple of pointless helibourne assaults and an even more pointless amphibious invasion. It's like a bad jazz band, where even the drummer has to be allowed a couple of solos...
To be fair, the helicopter assault could have worked. If they could capture an airfield and fly in heavy weapons, to get round behind the main formations of Ukraine's army and attack Kyiv. Particularly if they had air superiority so could stop the Ukrainians moving their forces easily. You also need air supreriority to be flying tranpsort planes around, and to control sufficient perimiter round the airfield to stop them being shot down with shoulder-fired SAMs. But they don't have air superiority because they did the ground assault on day one, with only a small number of air and missile attacks, and so haven't managed to take down Ukraine's air defences. I'm guessing they don't have enough cruise missile stocks to have destroyed all the air bases (airbases are big it takes many more than just one hit) and their airforce doesn't seem to be up to the job of continuous, sustained attacks.
What we don't know is how badly chewed up the Ukrainian army are getting in the mobile battles outside the cities. Are they just slowing the Russian advance down at heavy cost - or is it a genuine contest? But the Russian units getting into the cities so far are more lightly armed and being beaten back. There's some paratroopers (but not elite ones - I guess its uncool to have light infantry in the Russian army, so they all have to be called paras) and Rosvgardia and OMON units - who are paramilitaries more used to guarding borders and buildings or beating up protestors than actual fighting. Those poor buggers should never have been put into the front line
I guess the Russians are short of manpower for city fighting, while the mechanised infantry are tied up fighting the war of manoeuvre to surround the cities. And because they've assumed Ukraine would be a walk-over they've been sending small columns into the cities to see what happens.
The problem is that in the "good old days" a Red Army general could affort to be a callous bastard and reckless of human life (even his own sides'). Because the Red Army was huge, and there were loads of your own soldiers to use as cannon-fodder. That's not true in the modern Russian army. It's big, but not that big. Perhaps their generals have forgotten?