For proxmox on a VPS beware: Some hosters are using a kind of virtualization, that is more like a container instead of a VM. This means, that if you need kernel access (like changing active modules) you will fail. Proxmox probably won't run on such a VPS.
Also: A VPS is already virtualized. Running nested VMs (some VMs on your Proxmos VM/VPS) will hurt the performance. Better stick to containers on a VPS.
They are headquartered in the US, but in fact they are multi nationals, doing business in many countries. If you do business in a country, you have to abide to the local law. SM companies are seeing, how difficult that can be in the online space and are trying to avoid following the law.
AV is kind of a bad example of that, since it is flawed in so many ways, but the principle of jurisdiction is important and needed. Just as Apple has to use USB C (like any other smartphone company) in the EU, or the upcoming (I think) legislation about replaceble batteries in products.
Of course Apple, Facebook, Google etc could just decide to move out of the market, and for smaller markets that already happened in the past. Though moving out of any bigger market (eg the EU or China) will cost them so much more. And in addition other companies would fill the space left behind. So by moving out of a big market, the company would create its own big competition - and no big company likes competition.