>>especially when their goal is regime change
I'm not sure that regime change is the goal.
War is waste. It's all about seeing which nation can continue to have enough resources to carry on. Sanctions remove resources, both monetarily, and technically (electronics for drones, parts for airplanes).
As far as other NATO members still buying Russian gas, I'm not angry with them for continuing. They're certainly aware of the issue and are doing what they can.
Oh, and I'm quite glad that Finlandization has come to an end. If nothing else, this puts the Russian resources in Murmansk at risk - so they'll have to somehow defend that single link and so further reduce their available resources. But Finland is a lot more than just that - as shown in the Winter War. The Hakkapeliitta rides again. :-)