If Steam wants to prove the EU (which is much more than just a trade union nowadays) wrong, they should start selling games at higher prices (excluding VAT) in richer US states and at lower prices in poorer US states - of course "state-locking" the prices. This might change the EU's mind, nothing else will do.
"There is no right life in the wrong one." (Theodor W. Adorno, philosopher)
"Only a Sith deals in absolutes." (Obi-Wan Kenobi, Jedi)