An LNG terminal would not help for the current high prices. Europe is experiencing a gas price shock precisely because LNG is easy to store and transport. Asia gets half it's gas through the Strait of Hormuz, which is currently experiencing troubles. This means Asia is willing to pay a lot of premium for LNG, which in turn means that Europe has to match this premium otherwise LNG will go to Asia and not Europe.

Being dependent on gas is equal to being exposed to global shocks, unless you can cover your domestic needs purely with domestic gas extraction.