In a physical sense they don't but in a legal sense they do. If you are dealing with data that was "created" by an EU entity (which lives in cyberspace) it's treated as European data by GDPR
There are no 'European bytes'. GDPR applies to people, not data. GDPR doesn't care about 'European data', it cares about people in the EU. If an American tourist is in Berlin, GDPR protects them. If an EU citizen moves to Tokyo, it doesn't. It's always about the physical location of the human being, not the nationality of the bytes, nor the bytes themselves.
