I don't know, but the claim pertains to damages from helping users bypass paywalls. Assuming a European can pay for many US sites this isn't a situation where the location of the user relates to the basis.
US sites that service European users must adhere to GDPR themselves, or block access. Those are the rules. If OpenAI is adhering to a US court order that violated the GDPR for European users that's going to cause a huge uproar.
Naturally, and how little a US court is likely to care about its actions putting you in these kinds of damned if you do/don't positions in international law is something to think about when building the structure of an international business.