Because the idea of a European alliance is nonsense. NATO IS the European alliance. And NATO's strategy for defending against Russia is a nuclear killchain with one critical position in Ukraine. What would a European alliance do? Not defend against Russia? Or defend against Russia in a different way? Would they do that while still in NATO or would they have to dismantle NATO first and then build this alliance?

It's nonsense. You can't just make a new transnational military that is capable of defending against Russia by just saying "European Alliance".