AP Photo

As winter approaches, many people in Central and Eastern Europe remember the chill caused last winter by Russia’s deliberate cut-off of gas supplies. That shutdown was a harsh reminder that gas is now the Kremlin’s primary political instrument as it seeks to re-establish its privileged sphere of interest in what it thinks of as Russia’s “near-abroad.” If Russia is allowed to continuing imposing Moscow rules on Europe’s energy supplies, the result will be costly – not only for Europe, but for Russia as well.

So it is past time that the European Union stopped treating energy as a bilateral issue, with some of the larger member states trying to protect their own narrow interests at the expense of...