It seems like you already have no say over what they're doing with your data, and they're selling it to the US.
I might be misinformed, but I believe that American citizens have a way of forcing specific regulation instead of only forcing it to be considered. That would be something we don't have in the EU. So in the end it might just even out in that regard.
On the flip side foreign entities mostly won't ruin your life over petty deviance or find a way to predate upon you like local ones will because the foreign institution cannot project violence into your jurisdiction cheaply and without opposition the way the local one can. If I could choose who got access to the exclusion of the other it would be the foreign power every single time.
I know this wasn't what you were getting at but it's worth looking at the other side of the coin too seeing as voting barely grants us any power over how local entities use our data.
Just because countries keep electing people with variations of the same policies doesn't make it unelected.