There are two reasons for that. The first one is psychological and has historical roots. The second is geopolitical and we can understand it by analyzing Russia’s aggressive behavior in recent years.
The ancient enemy
Ever since the XVI and XVII century, Russia followed a strategy of rapid expansion in the Eastern Europe. Once its arch enemies, the Tatar khanates of Kazan and Astrahan were conquered, Russia had a free hand in expanding further towards the Caucasus mountains, South Eastern and Central Europe. As Russia’s power rose, its expansion was also favored by the weakening of the powers that once dominated the region in its northern and southern flanks. Those two powers were Poland, the Scandinavian states and the Ottoman Empire. Step by step, tsarist Russia weakened those powers and kept taking territories from them. Helped by the rise of other powers like Prussia and the Habsburg Empire, it squeezed its north Western neighbors. It participated in the three partitions of Poland and annexed the Baltic region and Finland. In the south, the Russian Empire’s goal was to put its hands on the Marmara and Dardanelle Straits. Of course, those belonged to the Ottoman Empire, who even had its capital Istanbul located near them. And, not to forget, Russia had to conquer quite a few nations to destroy the power of the Turks. During its long period of wars with the Ottomans, Russian troops ravaged much parts of the Eastern Europe, a memory that’s still present in those nations’ collective memory.
Then , in the XIX century, Russia became known as the ,,gendarme of Europe’’, specialized in crushing national revolutions all across Europe, from what’s now Poland, Hungary, Romania or even Austria or France. During this period, the all powerful Tsarist Empire annexed territories from Eastern Europe and even temporary ruled some of the territories, like the Romanian states, for example.
The red danger
After Tsarist Russia became United Soviet Socialist Republics, the danger became even greater for the Eastern Europe states. Those not included in USSR, that is. During the interwar period, the Soviet state was considered a big threat because it was one of the revisionist powers. USSR not only wanted to reincorporate territories or countries that belonged to Russia, like the three Baltic states, but also for a long time tried to transform them into socialist states. Some of their fears came true when the Soviets and the Germans signed the Ribbentrop-Molotov Pact that sealed the fate of the Eastern Europe. Entire states were annexed by the Kremlin, while some regions were taken by force from others.
But USSR really caught Eastern Europe under its iron fist after Second World War. Then, the Soviet Union installed satellite communist regimes in all states of the region. More, the Red Army stayed in most of those republics until 1990. Also, the soviet state didn’t allow its satellites to leave the communist sphere and even sent its army to crush Hungary’s and Czechoslovakia’s independence movements in 1956 and 1968.
The new danger
After the USSR disintegrated at the end of 1992, Russia was the main the successor state. Weakened by the economic and social crisis, the Russian state was no longer able to maintain the sphere of influence that USSR had in Eastern Europe before 1990. That didn’t meant it became peaceful and quiet. It continued to play tough and has sometimes threatened its neighbors, especially those who were part of the USSR. And, when Vladimir Putin became president in 2000, Russia truly found its lost aggressive tone. Especially after 2004, when it saw the colored revolutions from Georgia or Ukraine and NATO expansion eastwards as dangers to its geopolitical status. The Kremlin didn’t hesitated to cut gas supplies to Eastern European countries , impose economic sanctions or threatening. In one phrase, it used coercive diplomacy. The war on Georgia also showed Moscow doesn’t believe in tears and doesn’t hesitate to use military force when necessary.
For all these reasons, Eastern Europe truly still fears Russia.