Transporting any kind of energy across long distances is tied to losses. LNG tankers will lose a few percent per voyage (~3-5 %), which is better than an electrical transmission line on the same distance, however it is still LNG and not yet electricity. You then have to factor in the conversion losses at a gas fired electrical plant.
The plant, the ship, the terminal and the rest of the infrastructure aren't free either.
The good thing about LNG is that it can be converted into electricity, the reverse is rather harder :)
Nobody is trying to run submarine cables across such distances because there is absolutely no reason to do so, all you'd do is hook up nearby power grids using much shorter runs of cable.
So nobody in Romania or Greece is consuming power generated in Norway or Sweden directly but the effect of adding renewable power to the grid in say Norway will usually offset a little bit of fossil fuel generated power elsewhere in the grid.
Electrons are very friendly in that sense. They also don't explode.
https://thetyee.ca/News/2017/04/28/How-Safe-is-LNG/