Thanks for the explanation Irishguy28. I overlooked the jurisdiction issue. The EU obviously cannot exercise jurisdiction over a foreign carrier and flights outside the EU (my Delta03 NYC-LHR issue - the muddy thing there is that my NYC-AMS flight has also KLM as operating carrier). But does EU261 then say that carriers flying from outside the EU to an EU destination only are liable for compensation if they are EU carrier? This is discrimination of EU carriers, and this discrimination apparently does not apply for flights from the EU to outside the EU. I have difficulty to understand why in terms of jurisdiction there would be difference between flights to and from and EU airport (whoever operates it), even though the wording of EU261 seems to imply there is. But then I am educated as a chemist where A + B => C just like B + A => C, not as a lawyer....
Apparently in the AF/KL/Delta/whoever joint venture we should avoid Delta etc. like the plague as inbound operating carrier then....