Yes, that is certainly a difficult choice. On the one hand you have Russia, a fascist dictatorial state ruled by a ruthless kleptocracy, the economy is going down the toilet, no freedom of speech (unless you toe the official Kremlin line), any criticism can either land you in jail or the gulag for 10-20 years, or dead as a result of falling out of windows, poisoning, or you just disappear. And if you’re a poor male between 18 and 55, you stand the chance of being draughted into the army and sent to the front as cannon fodder.
On the other hand you have the EU. That is certainly not an ideal society, far from it, but I’m quite sure that most people in Europe (those with more than two functioning brain cells, that is) would much rather live in the EU than in Russia.
So actually not a very difficult choice at all.