Yep. We do too. But we're pretty much the only country in Europe that isn't heavily reliant on Russian gas.

I mean the point of NATO is to say "Russia is our enemy and needs its power to be countered". So why would a NATO member state buy such a critical resource off their de facto enemy?

Either Germany (and others) are stupid, or NATO is redundant and should be abolished. I actually subscribe to the latter, it creates more problems than it solves. Replace it with a bloc that involves Russia.