LOL, okay that does make sense.

Except those gas pipes already go through Ukraine so if they wanted to threaten cutting the gas supply they could just cut the lines deep in their own territory.

Fact is, Ukraine understands that destabilising Europe by causing a gas shortage, while hitting Russias wallet, would make it much harder for European politicians supporting Ukraine to stay in power. They're smart. They can see that their European allies are helping as much as they can, while still remaining popular enough at home to be able to keep up the assistance long term.