Traffic mostly routed to the US from EU

After some digging, I finally found the reason why I keep having streaming lags and slow site load times.
It turns out a huge chunk of my traffic is going to US servers, even though I am located in the EU. Like Microsoft, Google, Xbox, etc all goes to the USA, resulting in significant latency. I have Anonymized EDNS enabled in the settings, but no idea what else could I set to change this.

Any advice is welcome, thanks in advance.