They're acting the way they are on Hamas orders.
Jerusalem is Israel's capital. Embassies are usually in capitals.
I don't see Israel dictating to anyone where their capitals should be, and I don't see the US telling anyone where or where not to have their embassies.
that's your OPINION, and not a fact. The fact is, Israel is occupying Palestinian territories, and the UN has NOT recognized Jerusalem as Israel's capital, as Jerusalem is part of the larger conflict and has not been settled. So if Putin one day declares Jerusalem as Russia's capital, would be kosher if he starts invading and killing jews?