Yes. People can coerce you into taking down their PII, including photos, in Europe. (Assuming they know of it's existence on your social media account, never gave you permission to use it, and object to it being made available.)

But I know some people who believe that a workaround involves both you and the information being physically in the US, and the information not actually being displayed anywhere in Europe. I don't know if such a case has actually been litigated, but I'd wager you'd be OK in that scenario.