As others already said, avoiding reporting is considered a crime, regardless of whether what you do with the money is or isn’t a crime itself.
If there’s a reason for the withdrawals (e.g. the seller puts a quota on how much you can buy daily/weekly) that’s legitimate, but splitting the transactions of your own accord could carry aditional headaches as opposed to filling out the report.
Although, I’d recommend using a direct credit transfer as that’s more traceable so you’ll be safer. Firstly if the IRS sends someone to inquire they’ll have a trail if the money, and secondly if anything happens with the gold/seller you’ll also have evidence to back up your claims.
The EU is not an alliance, since member states give up a good portion of their sovereignty to the bloc. It’s much closer to a “loosely bound US” than a “NATO on steroids”.