You should report those, because I guarantee that someone is doing something about it.

Keep in mind that companies outside of the EU that don't reasonably expect to have many visitors from the EU, if at all, might not be held to the same standards as websites that obviously operate in the be EU. We aren't the police of the internet, we can only tell EU countries what to do, so if you browse the American internet for example, you can't expect to have the same level of privacy as the European web.