Steam community market 200 litstings, tax BS issues

So, hello, long time no see.

I've got a message from Steam that I've done 175 community market listings, and I have to (should) provide additional information because of US tax BS reasons.

Now my question is this: Why do they bother me with this sheit if I'm not a US citizen? I've read their FAQ and the only relevant thing that was written there is this:
" QUESTION: Why did I get an email notifying me that I need to provide additional documentation?
For non-U.S. citizens, in cases where you previously provided us with a U.S. address, we may be required to collect additional documentation from you to validate your non-U.S."
I did not provided them with a US adress, I don't even know how to write/read a proper US adress, since where I live (in the EU) it looks completely different.

So my questions are:

• Do other people in the EU get this?
• Why do I as a person from EU have to give out sensitive personal information to the US tax office whatever-it's-called, or to Valve (if they don't "have to?" forward it to this "third party"?)
• Is it just me who is not comfortable sending out my personal information?

/My gross gross revenue is less than 30$ for the whole year IMO, so it's nowhere near their 20000$/