but there’s got to be at least one EU state that is still dependent on Russian gas

Plenty of them. Altough the things have changed quite quickly at some point pretty much the whole Europe relied on (cheap) Russian gas. EU states have largely switched to other supplies, but I think at least some of France and a ton of smaller non-EU countries still rely on the pipeline so shutting it down would cause a ton of issues across the continent which in turn would harm Ukraine as they'd be the 'bad guy' for your Joe Average in Austria (or somewhere else) who would at least pay more for his gas.

Additionally there's the PR value when Ukraine can say 'we honor our agreements, no matter what' but I can't say how much that plays a part on anything. Plus, I suppose, they collect some rent for the pipeline going trough their country, so keeping it running has financial reasons too.

It's a pretty complex situation, but as Ukraine could pretty literally just crimp the whole pipeline with an excavator on their own land or pull the gas from the line for their own needs and haven't done so, it tells to me that it's more beneficial for them to keep it running.