And they already did that. The chief prosecutor of the International Criminal Court in The Hague was cut off Office 365 (and e-mail hosted through that), as well as credit cards and bank cards. This did send a shockwave through Europe.
Trump made that whole arrangement cracking a little bit, but I still think it's mostly just the optics of it all they are still loyal servants. Nobody in Europe that matters gives a shit about Karim Khan or Francesca Albanese getting debanked and sanctioned, they would and love to do it themselves.