As a developer in the EU, I don't find the EU regulations burdensome. They mostly represent current best practices such as "don't electrocute or (for PCBs, plastics and metals) poison the customer", "make sure your products don't break within a couple of years", "don't hardcode 'admin' and 'password'", "provide security updates as needed" etc.
Sure, it do put a burden on solo developers to know and be able to prove they follow the applicable CE regulations, but that is equally hard independent of where in the world you're located.
Sourcing components from an EU country, or at least requiring the components to fulfill the RoHS directive, using led-free soldering gets you a very long way towards CE compliance, as well as designing for USB-C and using external AC/DC adapters to power the product.