Because most European countries, at least until relatively recently, were ready to kowtow to the US whenever it demanded something. If, for example, the US tells Nammo that it can't sell certain products to X, then it doesn't sell those products to X. The leverage used to be a combination of "we're bigger than you" and "you're using some of our weapons tech, be a shame if it went away", both of which have now degraded significantly and at an accelerating pace.

In the case of ASML the US still has leverage over the Dutch government to apply to ASML, but ASML also have a lot of leverage because it's not like the the US can go to alternative vendors. "We're going to sell to China and if you don't play nice we won't sell to you any more" is, well, pretty unlikely but certainly feasible.