Plenty of good indie games made by EU at least. I mean, story driven punch and click (as the steam page description calls it) games like Brok the Investigator (from the French Cowcat Games), short but good enough games like Super Algebrawl and Shotgun King (from PUNKCAKE Délicieux), fun somewhat old-school feeling platformers like Cavern of Dreams (published by London based Super Rare Originals (couldn't find where Bynine Studio is from, though)), etcetera.
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Manor Lords is a Game made in Poland.
I see a huge opportunity here for GOG.com. A gaming platform from Poland. And DRM-free!
Many games don't go drm-free, unfortunately. Gog has a rather limited use.
GSC Game World (Ukraine) has recently released Stalker 2 (i haven't play it yet, but looks good)
4A Games (Ukraine) developer of the Metro 2033 series, one of my favourite game series.
Warhorse Studios s.r.o. (Czechia) developer of Kingdom Come Deliverance
Moon Studios (Austria) developer of Ori and the Blind Forest, absolutely lovely jump&run game
Guerrilla Games (Netherlands) developer of Horizon Zero Dawn, excellent action roleplay game, loved playing it
GOG store is also to keep in mind. It's run by CDProject and offers DRM free games
Pirate
Fuck the "big guys". Yes, that includes Ubisoft.
Valve ... is unfortunate. They have done really good work for gaming on Linux. But even if they are eternally good-willed (which already seems a bit much to describe the current state, and I assume this will take a sharp downturn once Gabe Newell is not in charge anymore), they are US-based and that carries inherent risks.
Paradox is Swedish (Stellaris, Crusader Kings).
Factorio and Kingdom Come 1/2 is Czech.
Really there are a lot of games. Just not many AAA games.
Workers & Resources is made by a company from Slovakia. Unintentionally, all the games I play were all European anyway. And if they weren’t, I pirated them.
Except for RDR2, then :)
Embark Studios
While being owned by Nexon they are Swedish and honestly their games are blowing my mind.
Look at THE FINALS and ARC Raiders.
THE FINALS Trailer: https://youtu.be/FWbumSNA4mk
ARC Raiders: https://youtu.be/OpCooWm-PDs
Remedy Entertainment is Finnish. They have Alan Wake and Control game series.
Larian Studios is Belgian, they made Baldur's Gate 3.
I like the Pathfinder games slightly more (even though BG3 has better cut scenes). So I'm happy Owlcat Games is from Greece/Armenia.
The publisher Deep Silver is Austrian.