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Do they realize the EU is a foreign group of countries, with separate legislation and autonomous power?
Literally no. They can not wrap their heads around the idea that other people have agency.
I assume they expect them to cower to political/economic threats. Which they may do.
Or not. Thinga are getting heated and there are people losing patience with these extremists.
But probably they will, sadly.
We will have to wait and see. And press matters against politians, if things start to go awry.