Forget all the stuff out there that says the GDPR protects EU citizens. This is a question of jurisdiction and enforcement. Say I run a blog under a business registered in the US funded by advertisers in the US. A EU citizen that comments on posts issues a GDPR request that I ignore. Their government fines me. I tell them to get bent, I am out of their jurisdiction. What can they do at that point?
And you are what… The random condescending inspector or what? Nowhere in the OP’s message did they convey they were familiar with the law making process. I found that particular answer the easiest to read. So there’s that. Even the OP agreed that they shouldn’t have reacted like that.