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Eu parliament has nothing to do with this.
This is generally the result of cloud computing taking over and us companies having the capital to invest to basically take it over.
Also, trump does not have control over that data, at least if its in azure.
Azure for governmental bodies is a private cloud service separate from the general public. For eu countries these are either hosted in the country its government data centre or in germany, which is in the eu.
This means that if trump would demand data, he cant access it without the approval of the server owner or he’d be breaking international laws.
Source: im a developer with azure certification
20 years ago there was no talks of anything digital, let alone cloud. Hell, most of the population didnt have a computer that was connected to the internet yet. At BEST some countries had e-id’s ( like myself ) and some company cards had a chip ( like debit cards ). You might want to recheck history.