The GBU-57 is a modern tallboy, stop acting as if it's some sort of magic superbomb. The British dropped the Grand Slam over Germany in the fourties. And that one also penetrated 40m of earth
However there is no sense in which Western Europe is under a credible military threat by the US.
If you look at the French nuclear doctrine for instance, it is designed to make sure people do not forget we can both go MAD.
The French nuclear warning shot is designed as a reminder, it is a nuclear EMP payload shot away from populated areas, and intended as a cease and desist, without lasting damage.