Indeed - I was also surprised by this. One possibility, which I hope is true, is that the authors are funded for something else (some actual research). If they spent a few hours of their workday to throw this together, they might be obligated to cite their funding agency.
I know for a fact that I've acknowledged funding agencies on papers about topics that were at best extremely tangential to my grant.
A less flattering possibility is that they wanna use EU affiliation as a badge for respect for privacy or something like that.
You have to label it clearly in your project if you have received Horizon money. It's a requirement from CORDIS. The funding is for the whole SHERPA project, not just for that page.'
The first objective of SHERPA is to "represent and visualise the ethical and human rights challenges of SIS (artificial intelligence and big data analytics) through case studies". This page does that nicely. That it is put together with available resources instead of some over engineered solution is just a plus.
