ASML licenses EUV technology from the US government, which developed it. It is physically manufactured in the US, possibly as a condition of the license agreement. This is where the leverage of the US government comes from. To disentangle, ASML would have to develop an independent EUV technology that is practically substitutable. They have an existing installed base they need to continue to maintain.

They may be able to do this but it would likely require many, many years before they could sunset their current EUV license. It could make more sense to just work on whatever will eventually replace EUV.