Because they cannot enforce it. This is the same reason websites don't comply with african law. Wether it is morally wrong or right is an other question.

It may just not be worth bothering. Most of the time when I see someone complaining about a page being blocked for Europeans it's some local American news outlet serving a town of five thousand people whose IT department consists of one guy in a broom closet.

You do realize that Europeans et al have to deal with AML/KYC because of international agreements your countries have entered into? This isn’t just the US unilaterally saying “your banks and money processors must obey our laws.” The US passed extraterritorial laws, and then sought agreements from other countries to enforce these laws. The EU hasn’t done this. AFAIK there are no trade agreements or such that offer reciprocal rights to enforce GDPR. If the EU wants to enforce the GDPR globally, then that’s what they’d need to do.

Because I didn't vote for it, not even indirectly.