LONDON—UEFA faced calls from the British government to strip Russia of hosting the Champions League final over concerns it would legitimize what it called an “illegal invasion” of Ukraine, prompting European football’s governing body to say Tuesday it would reconsider St. Petersburg staging the showpiece match. The biggest game in the European season is scheduled May 28 at the Gazprom Arena, which is named after the state-owned energy giant that has sponsored the men’s competition for a decade. Gazprom is also embedded in the decision-making at UEFA, with Alexander Dyukov, the chief executive of an oil subsidiary company, sitting on UEFA’s ruling executive committee. UEFA has acknowledged for the first time a risk to Russia staging the final following talks among the senior leadership about the crisis. “UEFA is constantly and closely monitoring the situation,” the Champions League organizer said in a statement, “and any decision would be made in …