If it's about training models on potentially personal information, the GDPR (EU and UK variants) kicks in, but then that hasn't restricted OpenAI's ability to deploy (Chat)GPT there. The same applies to broader copyright regulations around platforms needing to proactively prevent copyright violation, something GPT could also theoretically accomplish. Any (planned) EU-specific regulations don't apply to the UK, so I doubt it's those either.
The only thing that leaves, perhaps, is laws around the generation of deepfakes which both the UK and EU have laws about? But then why didn't that affect DALL-E? Anyone with a more detailed understanding of this space have any ideas?