In general, western europe wants to take control, and that's clearly visible, just like you said. They're always looking for ways to tighten the rules and require KYC for every little move. Also, if you have a slightly larger transaction, you're immediately considered suspicious. That's how it is, and they're not wrong it's only going to get worse.
What they would do with DEXes, though?
It could happen that they try to impose some restrictions by introducing mandatory KYC, and they might try to block the interface in various ways. There are many ways they could attempt to limit access. But anyone with even a basic understanding will be able to bypass it