For example, the French Parliament at https://www.parlement.fr/ uses fonts.googleapis.com and fonts.gstatic.com . The Spanish Senate at https://www.senado.es/web/index.html uses Akamai mPulse.
Those will trigger warnings, right?
To be fair, the Spanish Congress of Deputies and the German Bundestag did not use US links, but my point is that if half of the government sites use US services, then your browser proposal will be throwing up warnings pretty often, and train people to ignore the warnings or stop using the browser.