Practically: Because that is the way the world actually works. If you've got a big power like Russia, with a leader that is willing to use that power, then your choices have consequences. You'd better think about those consequences when you're making your choices.
[Edit: If you're a neighbor to a big power like Russia, then your choices have consequences. The point was not that Russia's choices have consequences, but that Ukraine's do.)
Practically: Because that is the way the world actually works. If you've got a big power like Russia, with a leader that is willing to use that power, then your choices have consequences. You'd better think about those consequences when you're making your choices.
[Edit: If you're a neighbor to a big power like Russia, then your choices have consequences. The point was not that Russia's choices have consequences, but that Ukraine's do.)