The claim that no country in the EU produces video game consoles is largely accurate, as major console manufacturers—Sony (PlayStation), Microsoft (Xbox), and Nintendo (Switch)—are based in Japan and the United States, with production primarily occurring in East Asia, particularly China. However, some European countries, such as Germany and the UK (prior to Brexit), have contributed to hardware manufacturing, assembly, or components used in gaming consoles. Regarding the statement that imports arriving in Russia do not transit through the EU, this is more complex. Since the EU has imposed sanctions restricting tech exports to Russia, many imports arrive via third-party countries like Turkey, the UAE, or former Soviet states. However, reports have indicated that some goods, including electronics, do pass through the EU before reaching Russia via re-exports or parallel imports, despite official restrictions.
The link below will take you to a document that states just how important Video games are to the EU and how much it boost their economy.
https://www.europarl.europa.eu/RegData/etudes/BRIE/2023/749808/EPRS_BRI(2023)749808_EN.pdf