Downloading the EU version from UPDATE page:
https://www.kaspersky.com/downloads/thank-you/internet-security
IS NOT intended to use in EU version.
Downloading the EU version from TRIAL page:
https://www.kaspersky.com/downloads/thank-you/internet-security-free-trial
IS intended to use in EU version.
So, there is a problem with the package from UPDATE page when you select "The European Union" option. It is not downloaded a proper package.
Also, if you download "Distribution Kit for PC", which should be GDPR compliant (so should be intended to be used in EU), you get the message that the version should not be used in the EU.