If at what @ph00lt0 wrote about the GDPR is accurate (and I’ve no reason to doubt it), I’d have a mild preference for EU servers (especially if I lived in the EU):
Also, one thing I’ve been thinking about lately is VPN server choice in the context of the Global Privacy Control (GPC) and other legal rights. Because I live in a state with decent GDPR-like privacy laws, I’d prefer not to lose out on those rights. The GPC is a feature/signal built into browsers. Outside of one of these states with decent privacy laws, it is similar to DNT (“Do Not Track”), in other words just a non-binding request without legal or technical teeth. But if you live in a state which does have stronger privacy laws, respecting the GPC is legally binding, and companies can be penalized for not respecting your GPC preference automatically. For this reason, when I choose a US server, I tend to select from the ~5 states with decent privacy laws.
I’m curious to hear what others think about this approach, I’ve only recently begun thinking about it.