Each player needs a personal copy of the game, and then you can create a private session on the server and play just with the members of your family\friends.

Sure you can switch between USD and EUR, however the price remains the same based on your actual location.

I'm based in Lithuania and when I change my currency to EUR, I get €7.49 on Gremlins, Inc. with 50% off.

When I change my currency to USD, the price is displayed as $7.92. Which is the same thing, just in different currency.

Meanwhile our price for the US is $15 and for EU is €15.

So can someone explain to me please, where is the idea that user can change the actual location where the sale is made to?
I quote from the link I listed above:

"The European Union, although a single market, contains diverse economies and currencies, with GDP per capita varying from around $95,000 down to $7,000, depending on the country. As such, video game publishers price their retail games differently in, for example, the UK and the Czech Republic. While this makes business sense, by geo-blocking these games publishers may be breaking EU competition rules, as they're preventing parallel trade within the single market."

The case is about publishers creating specific price regions in EU, and asking Steam to sell there "Germany-only" version and "Poland-only" version etc., which breaks the concept of the single market.

The only way how this could be possible (and I did not see any major publishers in the examples that you listed) would be if games priced at different prices within the EU zone would have no restrictions on trade/use, which means that anyone from higher-price region can buy the key from the lower-price region and use it.

Steam automatically does not allow cross-region gifting to minimise grey marketplaces (though there is an upgrade in that policy/UI as of last week). On a higher-priced product this wold effectively mean that anyone can pretend to be from Slovakia, and save some money.

The court case is based on taking this policy further: setting different prices and geo-blocking lower-priced keys form being used outside of the regions.
This is not the case with different currencies as regional accounting happens separately due to fluctuating exchange rates. You can already see this with VAT, which is impossible to reconcile if you account internally in EUR but pay in, say, PLN, and conversion internally happens on the day of purchase while conversion actually happens on the day of payment of VAT.
Feel free to explore by googling for "single digital market" and "geo-blocking + EU price policies" as a start. The topic is being shaped right now and there isn't a single answer to how this is going to be implemented, though already the first cases point to the actual policy re: "digital goods" and cross-border use.