Yes but that is something which probably no EU country is currently willing to do. Some countries want to have common debt but right now they for sure do not want everything else which comes with a common fiscal policy. Even agreeing on a common tax and tax-collection system would be a stretch. Common policies on how to spend tax money even more so.

There are also new long term contracts with other suppliers. Even if Europe wants to buy Russian gas again it will not be as much as in the past. At least not for quite a while. Gas usage has gone down and a lot of the old Russian market share has been substituted by other suppliers on the long term. Something which can due to the contracts not just be undone.