I guess it depends on the products and services and where they originate. Many media companies outside the EU have simply opted out of doing business there. I know the same is true of some smaller direct retailers.
A similar example is that many banks outside the US prefer not to have US citizens as customer. This is also because complying with US laws is more costly than the money made from US citizens.
When it comes to smaller retailers, that is probably due to the EU tax rules. That's a pity. But possibly hard to improve.