Hi Guido -
As we discussed in the support tickets you opened - the BigBrassBand servers are hosted in Amazon Web Services in the USA. When a Jira admin connects a repository (or integration such as GitLab, GitHub, AWS CodeCommit, Microsoft Azure DevOps, Gerrit, etc...) we fetch the Git repos and index the source code to support features like viewing source code in Jira. When you connect a Marketplace app to your Jira Cloud - you are prompted to agree (or disagree) that the supporting vendor gain access to your data and store it (screenshot).
We have a feature in our backlog to support indexing webhooks only --- this prevents the fetch and will support servers behind firewalls better (with the trade off of a reduced functions available in Jira).