Prices displayed and paid on Steam are set AFTER tax, so the only thing it does is Valve and the game dev/publisher getting a bigger chunk. You pay the same whether you're in Hungary(27%) or Luxembourg(17%) Switzerland (8.1%)(Swizterland is not in the EU technically). It might help if you switch to a country that doesn't use the EUR and Steam supports that currency, but publishers don't really bother setting lower prices because the free movement actively prevents regional lockouts.