I'm not OP, but I find the American threat more real and immediate than the more abstract Chinese and Russian threats.

From my perspective, the American President has threatened to annex my country, American businesses have repeatedly violated my trust, spyed on me and leaked my data, and American big tech is meddling in my country's politics. No other country has demonstrated such an ability and willingness to collect information about me and use it against me.

As a European, yes I'd prefer an EU LLM.

What I don't want to do is give it to services with an agenda to abuse the data, particularly those profiling individuals for profit. Frankly, I'd trust a Chinese service more than I would an Adtech based one, but that's still not much.