Switzerland is not in the EU, thankfully. And it seems to be one of the few places left in Europe where privacy is taken somewhat seriously.

Indeed. If it were just a question of Swiss law, we'd be in excellent shape. The problem is that France and Switzerland are both signatories to the Lugano Convention, while the US is not. As long as the Quad9 Foundation has to have a legal domicile somewhere, there will always be some lever that can be used against it. Switzerland was the best place, but does not offer perfect protection.