I remember back in the day when GDPR was announced this was an actual thing. Nowadays tho, 9/10 of the website that used that message caved and are serving EU without problems.
Websites that refuse to serve be any content due to that law are just yelling at me saying "we don't care one bit for your basic rights for privacy". They have zero intention of sharing anything respectfully and would just sell my data instead, with no accountability whatsoever.