Well NATO works both ways, and we’ve seen recently what happens if russia decides to walk into a non-NATO country.
If russia walks into the USA then NATO (probably renamed to the European Defence something) will be sitting back going “hey, sucks to be you. Shame you’re not in a mutual defence pact or something.”
Yes. It’s only the EU political union we’re no longer in. From what I’ve tasted of other European sweets they’re about the same.