Why would that be? I can see why Americans wouldn't want to do that, but Europeans? In the current political climate, where the US openly claims their desire to annex European territory and so on? I'd rather see them prefer a locally hostable open source solution like DeepSeek.
My two cents, as European, is that since we are more and more asking to LLMs for information, it wouldn't be wise to let a foreign country, not even truly democratic, to choose the information we get.
The Chinese don't get any of information if we use self-hosted DeepSeek or Qwen. They are open-source. You can run them in an air-gapped environment that can't phone home.