Moldova’s police chief, appointed by a government committed to joining the European Union and leaving Russia’s orbit, was alarmed to find his country’s capital suddenly plastered with posters bearing a blunt message: “No EU.” The posters — written in Russian and Romanian, Moldova’s main language — appeared overnight on bus stops across Chisinau last month, ostensibly part of an advertising campaign for a concert by a popular Russian-speaking singer from Ukraine. The timing, however, set off...