Mturk is primarily a USA platform that targets USA citizen. The fact that you can get on the platform at all is already a miracle. Mturk and by extension Amazon is not interested in dealing with European legislation regarding labor (which is far stricter than the USA) at this time. As such, Mturk (Amazon) is not interested in paying you out directly to your bank which would require following certain tax laws and rules.
Don't like the current state of things? Leave. There is no shortage of workers to take your place. Sorry for the harshness, but nothing is going to change in your favor, similar to how it hasn't changed in international favor for the last 10+ years of Mturk.