Right, if booking is a roundtrip that starts in the US, the no change fee policy applies to entire trip (you still have separate fares in each direction of travel, but both fares will use ex-US fare filings due to US origin and thus will have the same no change fee policy in the fare rules). If booking fares on separate tickets in each direction of travel, only the outbound ex-US fare will have no change fee policy, while the return fare will be an ex-EU fare filing with a 200 Euro change fee (for non-refundable Main fares).

Booking fares separately in each direction of travel also will generally bump you into higher priced fare filings as you will no longer meet roundtrip booking requirements of the cheaper fare filings. In order to maintain full credit for the return fare on ex-US to EU roundtrip fares, you must use the credit to return from EU to US in order to continue to meet roundtrip booking requirement. If you try to use it for some other origin or destination, they can reprice the outbound fare as a one-way fare.

Differences in pricing between one-way and roundtrip fares tend to be considerable greater between US and EU than other destinations (like US and Asia).