The Russian public has proven that it can collectively switch to believing whatever needs to be believed in order to continue the war. NATO is simply an excuse to reintegrate Ukraine into the Russian empire that it was part of for very long. When Finland, also on the border with Russia, decided to join NATO, Putin said that there's no problem with that, that it was something for the Finns to decide. Fear of enemies closing in somehow doesn't play there. But Ukraine, where there are millions of ethnic Russians and a similar culture, abundant natural resources, and history that needs to be fixed, is an obvious target if you're restoring an empire.