Most countries tax worldwide income for the tax residents. Where the US is different is that US citizens need to report their income (and sometimes pay taxes) even if they don’t live in the US.
You may be breaking the law. It’s common to owe taxes on world wide income in your country of tax residence. I imagine this is the same across the EU but open to be corrected
You mentioned Estonia in another comment - it might be the case that Estonia is a special case or has a scheme for attracting talent that doesn’t include worldwide tax
I see now that most countries do tax worldwide income, just that most of the time they have DTA agreements so you can offset tax paid in other countries against your tax bill.