[jbmorgado]

Because some countries - namely in Europe - have much stronger personal data protection laws than the US. Switzerland for instance.

Also because the country where the data is stored, even if internally has personal data protection laws as lax as the USA, will in basically all cases have much bigger restrains about allowing a foreign government (namely the USA) to access that data.

Most people are preoccupied about what their own country's government or a big superpower's government can do with their data, not really what Norway's (another example) government can do with their data if they don't even live there.