When President Volodymyr Zelensky was slated to open the annual Yalta European Strategy conference in Kyiv last month, he yielded the honor to Ukraine’s new national hero, filmmaker Oleh Sentsov. Just released from five years in Russian captivity as part of a prisoner swap, Mr. Sentsov brought the audience to tears as he recounted how he had struggled with his jailers to hold on to a prized possession: a plastic jar decorated with Ukraine’s blue-and-yellow colors. He ended by holding up the jar, to thunderous applause.

Mr....