But it's your computer that gives out all of this data. Your computer is presumably under your control, no? The website cannot demand anything from your computer that your computer doesn't want to send. You're using a piece of software that does the negotiation 'automatically' and permit it to send all of that data. It is possible to do without it. Disabling JavaScript goes a long way towards it.
If I send a US citizen a private Facebook message, is it not normal to expect the same?
Facebook wouldn't have all its negativity around privacy if they only captured & used data that the user explicitly entered. The problem is that Facebook collects much more data that what you knowingly & willingly give it.
It is true that it does not matter if a piece of data is stored in either side of the Atlantic, but this is not a engineering problem about data locality and latency. As someone who spent months working on a global distributed GDPR-compliance identity store, my life will be much easier if the problem can simply be solved by paying a slightly higher inter-region data transfer fee.
Unfortunately, US and EU here are not referring to cloud regions, but as jurisdictions because different laws on data protection apply. None of us likes this kind of complexity, but "power move" would be an overly-simplified abstraction of this problem.