You do when the fine is more than double your annual revenue in the foreign nation, has international and geopolitical implications, impacts many other US businesses, could harm foreign relations, and will harm regular US citizens.

That's exactly the type of thing the Executive Branch is supposed to deal with.

Well first off, generally if you are arrested in another country you would in fact call your government. Most people do this, and it'd be foolish not to. If you get sued for a large amount of money or defrauded or face any number of other issues, also reasonable to call your government.

Anyway, not a great comparison because you're talking about legal regulations governing speech on the internet. This isn't a jaywalking ticket, it's a deeply complex regulatory issue involving politics, law and international relations. It's also an issue that the current administration has shown interest in, so if you're an affected American business it would be pretty foolish not to seek help there.