Why did EU fail to reduce their dependence on Russian natural gas?

The conflict in Ukraine is escalating and new sanctions are being announced. Some of the news are arguing about the EU's significant dependence on Russian gas.

The following graphic indicates that the EU did not manage to significantly reduce the dependence on Russian gas (source, page 13):

The graphic does not indicate recent values, but this article indicates that Russia continues to supply around 40% of EU gas consumption.

Despite the fact that Russia became more and more aggressive (clearly visible in 2014, when it annexed Crimea).

Why did EU fail to reduce the Russian natural gas dependence?