Because we have a different history than the US. Last time we had a Big Ethnic Event™ some motherfuckers wearing Hugo Boss came in and went through every bit of census information we had to commit genocide against people that are otherwise indistinguishable from the general population.
Also positive discrimination is viewed, even by some progressives, as “bad” as in “on a philosophical level I think it’s wrong” (I this is largely due to the stronger influence of Humanism and much lower penetration of CRT). I have to stress, this is not a matter of whether positive discrimination works, it’s a matter of philosophy.
So with THAT in mind it’s not hard to see why Europeans are culturally very put off with America’s approach of putting everyone in labelled boxes. There’s still a debate being had about CRT, but I think everyone agrees that the state MUST NOT have an “ethnic database”.