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America has many times been seen intervening in countries without the approval of the current governments. Sometimes this has happened on blatantly far-fetched pretexts (chemical weapon in Iraq).
Why doesn't the EU unite and impose sanctions on Americans? For example the abolition of Schengen visas?
Consider, say, the invasions of (say) Iraq and Afghanistan. The invasion was more-or-less seen as legitimate by most of the world at the time (and in particular by most of the western world, including the EU). The world also more-or-less believed that US intentions towards these countries was to eliminate a dangerous "rogue" government, set up a new democratic government, and leave the people of these countries to govern themselves in the long term.
In contrast Russia's invasion of Ukraine is seen as an illegitimate war of aggression by most of the world (and in particular by most of the western world, including the EU). The world also believes that the government Russia is opposing is a legitimate and democratic one, and that Russian intentions are to outright conquer Ukrainian territory and/or set up puppet states, for the advancement of Russian power and interests.
The situations simply aren't similar in the eyes of enough people/nations for it to seem at all reasonable to sanction the USA.
On top of that a number of EU nations were so convinced that these invasions were legitimate that they actively participated in them! So you definitely wouldn't see coordinated EU-wide sanctions against these invasions.
We can (but shouldn't here, on this site) debate how much of these perceptions are due to objective differences in the facts and how much are due to the EU being biased in favour of the USA and against Russia. I think it's pretty clear that there are such biases, but also that Russia's conduct is genuinely much further out of line with the EU's values than the USA's conduct was in its invasions (and therefore more worthy of being sanctioned in the EU's eyes).
The US and European countries share more than just values: there are shared economic interests and military alliances (notably NATO). Thus, while there have been disagreements between the US and its European allies, they rarely go as far as to impose sanctions on each other (Europeans also occasionally engage in military actions abroad, not always to the US's liking.)
To give a few examples:
Various EU nations joined many of the US actions you complain about. The 1991 Gulf War was joined by France and the UK, then UK and Poland in 2003 (I guess that one is the war you mentioned), plenty of EU members joining in Libya, ...
The reason for that is that most EU members are far closer to the values of the United States than the values of Russia. My Lai and Abu Ghraib stand out because they are not typical for the conduct of US forces. While Bucha seems to have been Russian government policy, considering how Russia honored the involved unit.
In Germany, the 2003 Invasion of Iraq was widely seen as illegimate and criminal act, and in many aspects as similar to Russia's 2021 escalation of its invasion of Ukraine. German news unambigously revealed the US governments claims about WMDs in Iraw as lies. There were bigger protests on the streets than ever before. There was some opposition to Gerhard Schroeder's stance on the upcoming Iraq war from the conserative party, but this was less about the invasion being legitimate, but more about the US being a valued ally and "leader of the free world", who deserved some support even when doing wrong.
However, there was a widespread feeling of being powerless compared to the US. Putting economic sanctions on the US was not even discussed, because it was clear that they'd hurt Germany much more than the US. Even more so, Germany was not used to any kind of international leadership role, and many Germans felt doubtful whether Germany could be trusted with power if it had any. Still, this experience kick-started a push for the EU to take a role as a world power in its own right, so that it could eventually stand up to the US if necessary.
There are two more important differences: In 2003, Iraq was led by a rather despicable dictator. Once the US started the war, the best outcome clearly was to remove him from power and then get some kind of democratic government in place. So essentially, before the invasion noone was dieing yet, whereas afterwards it was too late to go back. In Ukraine on the other hand, a complete withdrawel of Russian troops is the desired outcome, hence continued action makes sense.
The last important aspect is that the US is a democracy with a somewhat functioning opposition. Eventually, the American voters got rid of GW Bush on their own accord; and there is probably no way that the European nations could have hastened that. It is worth pointing out that Obama was awarded the Nobel Peace Price for NOT being GWB.
Comparing Iraq (2003) with Ukraine is somewhat silly from a EU perspective because while France or Germany did not support that invasion, they were not willing to stake their relations with the US on sanctions what would have been perceived as supporting Saddam, a dictator who gassed thousands. Some EU countries like the UK (it was in the EU then) or Poland (which acceded to the EU around that time) participated in the US-led coalition from the start. (Ostensibly a sizeable part of Iraq was under Polish command at one point, as this map had it.) After Saddam was "magically" gone from power (from the realpolitik perspective), several more EU countries sent troops to Iraq as well, to help the new Iraqi government. Italy and Spain went in mid-2003 (although Spain also pulled out after a change in government back home, a year later). France and Germany indeed "held out" for much longer and (despite recognizing the new Iraqi government in 2004) offered only very limited participation in a small-scale and badly underfunded training program for Iraqi forces under NATO umbrella... until ISIS became a thing in Iraq, when France commenced combat operations too (of course, this was decade later). (Germany was "pulled in" in a supporting role after ISIS retaliated on Paris.)
Comparing Ukraine 2022 with Yugoslavia is even more silly because almost every EU country sent troops to the various Yugoslav conflicts (mostly as peacekeepers, but one has to remember that peacekeepers were often taken hostage there and had to be rescued with airstrikes.) So on that the EU were much more aligned with the US. And yeah, Yugoslavia back when it existed, agreed to the foreign troop presence beforehand, albeit not without being bombed first. But this method of getting to the agreement bothered not the UN as a whole, when it came to endorsing the agreement. (And yeah, headline from yesterday "German troops back to Bosnia as fear of instability grows". If you're some kind of SFRY dieharder, that's another invasion to you, maybe?!)
Before someone complains about this, above I've simplified the Yugoslav history a lot, because that's the depth level of this Q. The Bosnian and Kosovo conflicts were fairly different in how they were approached by "the West" at least in terms of pacing: in the former relatively poorly equipped peacekeepers were either helpless bystanders to massacres or outright taken hostage in response to "pinprick" airstrikes. You could say there was a learning curve. While the bombing of Yugoslavia may look overkill in isolation, it was like that because Clinton (said he) didn't want a repeat of years of Bosnia-like "peacekeeping" experience. Some Dutch leaders nowadays complain/argue that in Bosnia the bombs didn't fall soon enough and in enough quantity, e.g. to prevent Srebrenica. For the earlier Bosnia debates as phrased back then see "lift and strike". (The French were also more reluctant to agree to extensive bombing of Yugoslavia... but in the end they approved of all the targets that were deliberately struck, in a fairly detailed review process that would be too long to cover here, but is publicly known; this ultimately included power plants, bridges, and the TV towers.)
USA was successful in convincing EU that it's actions are legitimate and do not contradict traditional values of freedom and democracy.
"has many times been seen" in the question refer to multiple cases that need to be analyzed each separately. Speaking about Iraq that is mentioned in the question, let's remember the historical context. Iraq it has been an aggressive dictatorship that invaded another country, Kuwait, so possessed obvious danger in the region. But it is clearly a separate topic.
Russia was not equally successful in proving the kindness of it's goals. Maybe if it would be the proof of grave atrocity, like Auschwitz for ethnic Russians running full steam 7/24 in Ukraine, we could indeed have seen EU joining on Russian side. I am not aware of any atrocities before the invasion.
Everyone is out for themselves.
There are lots of reasons why it's in the EU's interests to have good relations with the US:
Accordingly, when the US does something the EU doesn't approve of (like invade Iraq or pull out of the JCPOA), they grumble. They complain. They make it clear they disapprove. But they don't actually impose sanctions, because God forbid the US imposes counter-sanctions. That would really make the EU's life hell. What small country pulls off sanctions against big countries anyway? You need collective action for that, and although it is possible the EU could've negotiated joint sanctions on the US with Russia/China with the aim of making the US suffer more than the EU does, those two countries are also strategic rivals (plus the EU would still suffer greatly).
You can see some parallel of this with the Russian sanctions. 141 countries voted in favor of United Nations General Assembly Resolution ES-11/1 condemning the invasion, but most of them didn't impose sanctions on Russia. They grumble, they complain, they make it clear they disapprove, but they don't actually impose sanctions because God forbid Russia imposes counter-sanctions.
You are not likely to see the EU impose sanctions on the US for any reason unless & until the EU starts to feel threatened by the US. US invades Iraq? Sure go ahead. US invades Afghanistan? Okay. US invades [Western-aligned European country]? Ok, now we are threatened, we'll impose sanctions.
Leaving aside the reasons for the EU to not have such sanctions (such as common interests), there are no comparable reasons for the EU to have such sanctions.
The Russian Federation is not "intervening" in Ukraine.
No war, and certainly no war in the recent history, or even in the modern history, fought by the United States, has even come close to meeting these criteria.
Russia is attempting to re-open the dark age of colonialism by mimicking its worst practitioner -- the Nazi Germany and the Empire of Japan, during its worst period of a turn to Fascism. Short of the madness of these fascist overtures, one would have to reach centuries back to find an example of such moral degradation by a state claiming to have any kind of stake in the modern world.
The sanctions are meant to communicate to Russia and its people that these actions will not be tolerated.
At no point have the actions of the United States have required anything even remotely close to sending such a message.
ah US has done a lot of shit but all countries do not care as they are all about money and they do not care about non-europeans. It will be downvoted, but then upvoted with a couple of semi-fake accounts to get some positive score. And every propaganda puppet will claim that this is the main reason.