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.