.eu implies (well, requires) the business entity itself is located within the EU/EEA, it doesn't imply that all infrastructure is hosted within the EU, I'm not sure where you'd get that from.
Just like .us doesn't imply everything is 100% hosted within the US, that the CDN has servers in Mexico too is fine, as long as the business entity itself is actually in the US.
There is something special about the combination of people posting something thinking it's some gotcha, then they completely misunderstood both what the thing is, and what they're trying to point out, hilarious.
About the differences between the EU and Europe? Didn't someone already explain the difference to you in the past or somewhere else? Look at Wikipedia otherwise.
You know, you might want to try another approach than doubling-down on sarcasm if you want to actually get something out of this platform. You kind of get back what you put in, in terms of effort of the comments and such. Or, continue whatever you're doing, it's clearly fun to you in some way :)
It's not sarcasm, he is just following the usual behavior of people on the internet that can't admit to being wrong. Instead of just saying "oops", they go all in on stupid.