Of course there is a DIFFERENCE between your STOCK ROM and the Xiaomi.eu CUSTOM ROM - this forum is not about the stock ROMs
Besides, you cannot install any custom ROM (Xiaomi.eu or any other) without unlocking the Bootloader first
Xiaomi.eu are great ROMs but sorry to say, apparently you are not aware what is all this here about, so please think twice, read, study, learn and then decide
PS: I don't have your Note 9s. If Xiaomi.eu ROM for your device is based on Global (not on China, as for many other devices), then Xiaomi.eu is kind of 'debloated' stock Global. But to install Xiaomi.eu, you still need the unlocked BL and custom recovery