Do a traceroute on the IP address in question and you will more than likely find that the IP address traces to Europe somewhere. The whois record for the IP address in question is simply returning the registered owner of the IP address range and their organisational details. It will show up as the US as that is where GoDaddy is registered and where they will have registered their IP address range but just because it is registered there does not mean that it is assigned to a US server.
As an example my company website is hosted by Amazon Web Services out of their Sydney data center, when I do a whois lookup on the EIP for my instance it returns as being registered in the US to Amazon Technologies. That doesn't mean my instance is in the US, it just means that my hosting provider's company is registered at that location (usually the head office address is used).