Hello
I got the same situation with customers recently. The best I've found was to tell them:
"You're definitely right we cannot loose the .eu. So we gonna redirect it to the BESTDOMAINE.com as main website. So people will still find you and you'll get more customers and will keep the .eu."
Then you can provide some technical arguments explaining that if he sticks to this position he will loose business.
In my case it worked out
From 50° in Dubai