EU is doing exactly that by denying humanitarian visas. Just look at absolute numbers of such visas.

For 90 percent of refugees from Russia if you participate in totally peaceful protest in front of Russian embassies, you will get yourself arrested, immediately deported, and will go straight to Russian jail for 10 years.

I did a quick search and what we get in example of Finland:

(https://meduza.io/en/news/2026/08/24/finland-has-deported-15...)

- 1k+ km land border with forests

- tens of thousands Russian survivors hunted by Putin crossing it

- only 186 per year granted asylum

- for everybody else any contacts with Finnish officials = deportation and jail

I think it is rather dangerous to peacefully protest in front of Russian embassies when near those embassies a lot of agents deployed to hunt Russians down and hand them down to Putin.