It being fundamentally incorrect and you not liking it are two very different things.
Regardless, businesses have been dropped from their payment provider for less, so there is certainly leverage.
Digital services (say from US) do require EU VAT registration. If you don't have that and your country has tax agreement with the EU (or some countries from EU), there is a risk to be prosecuted. It won't happen if you get like 1000 customers in each country of the EU (as the latter has no global tax organization like IRS).
Keep in mind also that if you have too much unexplained income your own tax authorities can investigate the case, incl. anti money laundering.
Bottomline is: it's rather hard to sell services (lest goods), in cases where you non-compliant with the laws. Internet is not a magic wand.