Not really unless you are living in Switzerland which is no part of EU.

I got a friend and atm he works in a top bank at the highest position a dev can acquire. He makes £120k a year without his bonuses etc. Thing is he is living in London and houses are so expensive in London and generally the cost of life and the taxes are drilling him. Am not gonna say he is not comfortable, he definitely is alright, although he has been trying to get transferred to Singapore or USA because after his research he found out he would be 2 times better off working there.

So yes I think devs working outside of the EU are doing better for themselves.