Europe isn't China, and the distribution of those photos isn't an existential threat to the government, so a Great Firewall is overkill.
Facebook has assets, operations, and revenue that originates in Europe that could be easily targeted with little controversy to gain compliance. If that doesn't work, Europle could always try to make the executive decision-makers personally liable. I'm sure Zuckerberg wants to be able to visit Europe in the future without being arrested.