Microsoft not giving EU data protection to Gib?

This week Microsoft unvieled Outlook.com as their sucessor brand, user interface and domain name to hotmail.com (which they purchased at the end of 1997) as their public webmail service.

However, this reminds us of an ongoing issue with Microsoft accounts, when you register for a Microsoft login for any of their online services, you get a dropdown box to select your country:

However, when you select any other country in the EU, a pop up message appears giving a warning:

The message in the bubble popup "Privacy for residents of the European Union" is actually a link to this page:
http://windows.microsoft.com/en-GB/windows-live/sign-up-privacy-rights-ui

It should be noted that the linked page does NOT suggest Microsoft will handle data differently for EU residents (i.e. people to whom they have displayed this message), BUT rather Microsoft is giving a warning that data may not be stored in a country that meets EU standards for data privacy.

However as Gibraltar is fully part of the EU, people resident in Gibraltar should similarly be given the same data protection warning notice as other EU residents.

[The member state of the EU that is called 'the United Kingdom' actually comprises both the UK and Gibraltar - separate countries from each other, but the same member state.]

This issue has gone on for some time and various people have tried to bring it to Microsofts attention without sucess. Perhaps the next step is to contact Microsoft legal.