These guys do have bank accounts on EU that they use to transfer the funds and for want I see some of them live here. Just because it's not regulated it doesn't stop being a liability under the law in Europe.
Yeah but you can't sue them for stealing your money, because they didn't. That a trade in cryptocurrency malfunctioned or was turned back is not something you're going to find regulated to the point you can ask for compensation.
And let's be honest, you're not really going to sue anyone, it's not a positive value move. It's just a lot of noise because you're unhappy but realistically there is nothing you can do but hope the people running that site give you some compensation, if they feel like it.