Switzerland has absurdly high salaries but isn't in the EU. They have absurdly high prices as well though. However, I don't think Switzerland has much, if any, interest in rockets. Most of their money comes not from engineering but rather from luxury goods and banking (i.e. hiding absurdly wealthy people's money).

Monaco exists in the EU as well but it's more of a multimillionaire to billionaire hangout with no industries.

But there is no way any EU rocket company will pay salaries comparable to the US. It's unaffordable for nations with social safety nets to pay insane salaries. Maybe they'd get a low six figure income in wealthier EU nations but certainly not 200k.