Finland and Sweden in NATO is a huge setback, but they'll probably get Crimea, Donetsk, Luhansk, Kherson, and Zaporizhia, plus a guarantee against Ukraine joining NATO. This is not a great outcome for Russia, but it's certainly better than a NATO Ukraine and a second Euromaidan in Red Square next year, which was probably the alternative on offer.
Also, it seems likely that Russia will get the dismantlement of NATO as part of the outcome of the war, and that would be a great outcome for them. Will Sweden and Finland remain in a mutual defense pact with France, Germany, and the UK after NATO ends? It's up in the air. But in any case invading Russia from Sweden is vastly less feasible than invading Russia from Ukraine.
Also, it seems likely that Russia will get the dismantlement of NATO as part of the outcome of the war, and that would be a great outcome for them. Will Sweden and Finland remain in a mutual defense pact with France, Germany, and the UK after NATO ends? It's up in the air. But in any case invading Russia from Sweden is vastly less feasible than invading Russia from Ukraine.