Ukraine says Europe should stop buying Russian gas while continuing pumping it through their own territory.
Oh, this one's simple: Europe (esp. Germany) wants to buy Russian gas, but Europe supports Ukraine, so Ukraine's interest is to let the gas flow to their supporter. Basically Europe supports both Ukraine and Russia (through the gas payments, especially artificially inflated gas price).
Getting the gas through is everybody's shared interest so it's no surprise it happens. Even though everyone feels bad doing that.
But it now seems this might be slowly changing with the "we don't want to sell after all, no wait we want, no wait..." & "we don't want to buy, no wait, we want to buy, no wait we don't" game. Let's see what happens.
Apart from supporting Ukraine & Russia, what you do not realize is also supporting the kleptocrats in Brussels, this moment is the golden opportunity to do that as the Europeans are convinced to be milked with the excuse of punishing Russia.

The same gas can be obtained far more cheaper (meaning no cut or corruption) thru Nord Stream 2, yes, its weak & vulnerable times for EU when it comes on depending too much on Russia's energy, and this problem needs time to fix.
The stupid question is why the EU elites do it in the most painful and expensive way, instead of cheap one, its still the same evil Russia gas they're buying.

You do not need to be a genius to know there are a bunch elite people (EU kleptocrats) are laughing their way to the bank.
