In principle "for anything 3rd party want" would be illegal in the EU. However, Big Tech clearly doesn't care what's illegal in the EU.
Pertinent to this case: https://stateofsurveillance.org/news/big-tech-defies-eu-law-...
Previously: https://www.edpb.europa.eu/news/french-sa-cookies-and-advert...
Even earlier, when they cared about the law: https://www.trtworld.com/article/13092354