In any case, there's no way Anthropic's investors in Silicon Valley would countenance such a move.
Also, I'm biased the logical place is Canada, not Europe. Much of the fundamental/foundational research on LLMs, and a large part of the talent, came from universities in Canada anyways.
Europe really just needs to rally behind Mistral. That's where they should dump their cash.
At the moment my impression is instead that the issue is computational resources. It's important to stay near the frontier though, and to build up ones capacity to train large models.
Consequently I don't think we need Anthropic. It wouldn't be terrible if they came. Especially if they picked a nice location. Barcelona would be very nice, for example.