The thing is there's not exactly one unified EU legislation. You would need to abide by the laws and regulations of the country hosting your server, yes. But th

The thing is there's not exactly one unified EU legislation. You would need to abide by the laws and regulations of the country hosting your server, yes. But that country may have regulations that are incompatible with EU laws: for example France's data retention laws are illegal by EU standards (like many other human-rights-infringing laws in France). Then of course i can see valid reasons not to obey unjust laws whether that's in Europe or elsewhere.