KHL, I know how you feel. I'm sorry. It's inexcusable and makes me angry too. I think it's a failure of the coach and the captain Srna, who couldn't make it clear to the rest of the team that the Danish team should be allowed to score. Even after Stepanenko tackled Stokholm, they could and should have let them score.
I am against any official sanctions of any sort, becuase I think there is value in having some unwritten rules and it's wrong to turn them into written rules, which kills the sportsmanship element of it. UEFA shouldn't intervene, but the club, if they still have any sense, should fine the players who brought such negative publicity to what was supposed to be a moment of triumph.