The last time the Baltic states were independent and not protected by major allies, they were invaded, occupied, and annexed by the Soviet Union without provocation, and suffered a lot of forced population transfers. They grabbed their independence again the first chance they got. Now, with a Russian neighbor that is reviewing the legality of their secession, kidnapping and illegally detaining an Estonian policeman, broadcasting propaganda throughout Estonia and conducting cyberwarfare against it, and waging a war in Ukraine while lying about it, there's every reason for the militarily pitiful Baltic states to be afraid. Today, Russians may say that Putin has no intention of invading Estonia or creating and supporting a Russian rebellion in it. But if it happened, they'd seamlessly switch to arguing that Estonia had it coming and that it (or at least its majority-Russian areas) rightfully belong to Russia.
There's no chance of a NATO invasion of Russia, despite the dreams of Russian nationalists, as NATO lacks the motive, the political will and unity, and the capability to do that. And Russia has a vast nuclear arsenal that it would use if invaded and seriously threatened. However, Russia has a proven history of invading and occupying the Baltic states, and, if it weren't for the large NATO presence at the moment, could probably do it again within a day without fear of nuclear retaliation. The Baltic states are incapable of serious resistance on their own and a lot of NATO governments would likely bow to public pressure and decide that the independence of those small countries (or, at the least, the territorial integrity of Estonia) are not worth war with Russia. NATO cannot (and would not) risk, mount, or survive an invasion of Russia, while Russia could easily conduct and survive an invasion or subsidized rebellion in the Baltic.
