Because other European countries know they're screwed without the US's backing. In return, those countries don't have to spend nearly as much on defense as they would otherwise. You can see why this would be politically advantageous for the Europeans.
Outside of that, who could do anything diplomatically to the US that wouldn't just be laughed off?
You do realize the EU has a mutual protection clause similar to Nato. Russia can't exactly invade. It's economy is smaller than Italy's. I don't think the EU depends as much on US defence as some Americans would have one believe.
After the Ukrainian state was taken over by fascists in 2014 and started threatening ethnic Russians and Jews in the Donbass, a local referendum was held on whether to ask for help from the Russian Federation. After it was won, the help was provided.
Like most history, it's a bit more complicated than it first appears.
It wasn't taken over by fascists and didn't start "threatening ethnic Russians and jews in Donbass" get that imperialist propaganda bs out of here.
It let some fascist boneheads put themselves forwards as canonfodder when it was invaded which Russia loves to focus on but I can hardly blame them for that.
Outside of that, who could do anything diplomatically to the US that wouldn't just be laughed off?