That's generally how nations work. If you aren't subject to their laws and don't pay their taxes, you don't get the rights granted to the citizens. I can't show up in the UK and demand they treat my health problems, even though they consider health care a right (so far as I know).
Not saying right or wrong, just how the system works.
There is a common distinction between Human Rights and Civil Rights. All of them vary from jurisdiction to jurisdiction but the former are granted regardless of citizenship and the later only to citizens of a state.
To foreigners and law layman it often seems that the wording of the U.S. constitution means Human Rights but that has often turned out not to be the case and those are more understood as Civil Rights. Personally I have the feeling that there are no Human Rights in the U.S. given what we know about Guantanamo and NSA surveillance but I'd like to hear a more knowledgeable opinion about that.
Well the UK doesn't have a constitution in the sense of the USA, so technically there aren't any rights there in that sense.
But, yes, some countries enforce their laws on companies there that deal with anyone. If you're not in the USA or Canada and have a Facebook account, Facebook is bound by Irish Data Protection (i.e. privacy) law. You, as a non-Irish citizen, or resident, talk to the Irish Data Protection Commissioner and get them to enforce your rights. And Austrian person did just that: http://europe-v-facebook.org/EN/en.html
Not saying right or wrong, just how the system works.