As a Dutch engineer that worked at ASML for ~6 years: yes the Netherlands really really lacks skilled engineers of all sorts. This is not at all about wages, since ASML is one of the highest paying companies here.

It's more costly for a company to relocate these types of foreign workers than simply hiring locals (like me).

Now I'm not saying ASML isn't in for money, it's just that they need more people to keep up with demand of their machines.