That's fvcked up. The "threats" to Mexico and Canada were/are a good stick to get them to tighten down on illegal immigration, but this move on the EU is kinda garbage. The EU ought to want American supplied oil and gas. You can convince them of that without making threats, but once you make the threat what stops them from thinking "we cave on oil, what's the next tariff threat"?
If I am the EU, I'll take oil/gas from the cheapest non-Russian supplier that can/will consistently supply my needs. I think American producers would be towards the top of the list and the tariff threat is a big negative.