Considering the renewed focus in Europe on managing interdependence and ensuring the resilience of critical supply chains, the desire in the EU is definitely there. (See https://www.scmp.com/news/world/europe/article/3166311/eu-rolls-out-red-carpet-tsmc-and-other-semiconductor-giants). Europe's recently announced CHIPS Act will also include funds to incentivize firms such as TSMC to build fabs in Europe.
TSMC's policy, in the past, has been to avoid building fabs outside of Taiwan. But that seems to be changing, since it has held talks with the EU last year (see source above). TSMC is also apparently taking into account the risk of a Chinese invasion of Taiwan to hedge its bets and build fabs abroad (https://www.asiafinancial.com/china-risk-sees-taiwans-tsmc-moving-chip-fabs-overseas).