As a Dutch person there is much more value to say you are European, than saying you are White. When you say you are European it grounds your identity to a concrete place (the Netherlands, which is in Europe), to a specific ethnicity (the Dutch, who live in Europe), and to a long and concrete history (the one of the Dutch in Europe).

None of these things occur when you say you're White, instead of European: White is an abstraction of an identity based on concrete people, places, and history. White is an idea that erases ethnicity, borders, and discards history to make room for something universal, something global, something that wages war against the real identity of Europeans.