I wonder how this works, if I buy a laptop in the EU as a EU citizen and travel to for example the US, I still expect them to adhere to the rules where I bought it.
I don't think that's how regulations apply in general. Usually they're scoped to the geographical location + your sovereign status, but not just your sovereign status.
For example, I don't think it's realistic to expect a US citizen traveling to a EU country having to follow US regulations and laws, nor the opposite.
So I'm not sure it would apply in this case either, but I'm not even sure what regulation/law made Microsoft add this change to the update in the first place. If we can figure that out, I guess we could figure out the real answer to your question without guessing.
For example, I don't think it's realistic to expect a US citizen traveling to a EU country having to follow US regulations and laws, nor the opposite.
So I'm not sure it would apply in this case either, but I'm not even sure what regulation/law made Microsoft add this change to the update in the first place. If we can figure that out, I guess we could figure out the real answer to your question without guessing.