There are many good reasons for an energy embargo against Russia. Here are some of them:

Ethical

“Open letter from Ukraine: Dear Germans, aren't you ashamed?" states that if Germany does not stop financing the Russian aggressor it forfeits its promise to never again doing fascist aggression Bystrytsky, Yevhen (2022). "Offener Brief aus der Ukraine: Liebe Deutsche, schämen Sie sich nicht? - WELT". Retrieved 2022-03-14.
"„Es geht um das Überleben unserer freiheitlichen Lebensweise"". bpö. 2022-03-05. Retrieved 2022-03-10.

Hypocrisy of sending Euros to autoconversion accounts: Neubacher, A. (2022), Gazprombank, Uniper und das K-Konto: So rollt der Rubel, zwinker, zwinker – Kolumne, retrieved 5 June 2022

Ecological

Cheap fossil fuels has been detrimental for the energy transition by making renewables less economically attractive. Cheap coal seduced many big companies to use dirty tricks instead of investing in solar and wind farms. Cheap natural gas, in combination with artificially inflated electricity prices, has prevented electrification in industry, small businesses and home heating (heat pumps). Cheap oil (and hence petrol and diesel) delayed the adoption of electric cars. Because of the populist politics in the last decades, there is no more time left for the gradual transition. A swift, radical change is necessary to avoid climate crisis,. Energy embargo will enforce this change by reducing the availability of fossil fuels.

Europe has announced its plans to move away from Russian fossil fuels, and Russia has announced to redirect their exports towards Asia. However, the timeline is important. If we want to hit Russia hard, we must stop all fossil fuels imports IMMEDIATELY. If we wait for several months or even years, Russia will use this time to adapt, e.g. to build gas pipelines to China. And we will pay for these pipelines with our gas bills!