ASML plays by US rules as long as things don't escalate badly. Your arguments only work during nice weather. When things get tough, ASML is squarely located in the EU and will comply with local laws and law enforcement. That is a substantial risk for the US if it were to go for all out economic warfare, like forcing Microsoft to boycott EU customers.
Of course ASML has no interest in such a thing, nor does Microsoft. The Single Market is a very big market for Microsoft. Also, blowing it up would not just pulverise that market, it would lead to a collapse of most of the business outside of the US in the mid term.