If you are taking EU citizens' data when they access your website from within the EU, then of course the EU will prosecute you for that.
Just like they will prosecute you for scamming EU citizens, for hacking EU citizens, for impersonating EU citizens, and anything else you can do to EU citizens while being located somewhere else.
Just like they will prosecute you for scamming EU citizens, for hacking EU citizens, for impersonating EU citizens, and anything else you can do to EU citizens while being located somewhere else.