I suppose the difference is that the bank has to refuse you in the EU system, instead of pawning the refusal off to a third party that does the calculation.
That is likely a consequence of a requirement of the Fair Credit Reporting Act under which you must be told when information in your credit file is used against you to deny your application for credit, employment or insurance.
I haven’t been denied in a long time, but my recollection was the refusal was from the lender and included “we may have used information from <reporting agencies>; here’s how you can get a free copy of the information in your file…”