If it's out of the US, the US don't have jurisdiction and I don't see them breaking into OVH's datacenters in France anytime soon to get to your data.
If they really want to access it and are doing covert operations I don't think being in the US will stop them.
I might be naive, but as far as I know there's no question that data is always safer if it stays in datacenters in Europe rather than in the US (which is why OVH is going to great lengths to separate their US entity as much as possible from the French one, and also why their first step in North America was Canada and not the US).