No, you do not have to comply if you're outside of the EU's jurisdiction. They can only hit you if you've got business in the EU that they can directly touch. Facebook, Google, etc. are aggressively complying because they want to continue making money in the EU.
They'll have to overrule eg US or Chinese jurisdiction to force outside companies to comply with GDPR.
How exactly do they intend to force compliance upon the two global superpowers with $34 trillion in economic output? It's laughable. US Federal courts will bury any attempts by the EU to legislate US laws/regulations on these matters.
If I'm a US service/site, I do no business in the EU, and I store information from EU residents on my servers in the US, the EU can't force me to comply with GDPR. They have no means to force that compliance, and to overrule or dictate US domestic laws. The EU doesn't govern the world's laws, if they didn't already realize that they're about to discover it.