The action of shutting off would really be not immediate as there are some existing contracts that need to be filled.
Maybe, after those contracts expired, European countries will assess the situation and push thru the shutting down of Russian services.
But if they can't find immediate alternatives or replacement, they may possibly continue to pay Russia, but now in rubles.
They will definitely weight the situation, but they won't be shutting down Russian gas if they can't find alternatives.
In countries such as Germany, industries are being shut down due to unavailability of gas. And even at this point, pipeline gas (as per contractual terms) from Russia is manytimes cheaper when compared to imported LNG from Qatar or the United States.