These machines are not like John Deere tractors. If you own the hardware, you own it. They won't be connected to internet. Security first!

Smuggling part is happening on the old machines before EUV. There's a lot of them available on the second hand market thanks to Europe and US keep shutting down their old fabs. I don't think any DUV machine is smuggled. Even if they physically smuggled one, you need a team of ASML engineers to set it up and calibrate. You can guess what ASML will do in this case.

By the way, let's don't forget: ASML doesn't have any problems with China. They are incredibly annoyed with US and Dutch governments. This is potentially the biggest market they are missing out. Even then, they won't tolerate a summugling operation.