.eu implies (well, requires) the business entity itself is located within the EU/EEA, it doesn't imply that all infrastructure is hosted within the EU, I'm not sure where you'd get that from.
Just like .us doesn't imply everything is 100% hosted within the US, that the CDN has servers in Mexico too is fine, as long as the business entity itself is actually in the US.
Just like .us doesn't imply everything is 100% hosted within the US, that the CDN has servers in Mexico too is fine, as long as the business entity itself is actually in the US.