That's down to the EU forcing that site to protect your privacy, which that US site can't be bothered with. Nothing to do with the WWW as a technology.
Blame that US site and its advertisers for trying to harvest your data for advertisers.
You can’t really blame anyone. A person doesn’t want to give away his/her information, and site doesn’t want to give away its information for free. They simply don’t see eye to eye.
Blame that US site and its advertisers for trying to harvest your data for advertisers.