@tante it's important that information used by your government is held on servers that come under your government's jurisdiction. This is information about taxes, justice, socialized health care etc. Without that another regime can take control of it in ways you don't like and you can't, for example vote them out of office cos it isn't a country you have a vote in.

But another meaning of digital sovereignty is more personal. It's important that, where possible, your own data (eg family photos) is held on machines you control. This prevents other people using it in ways you don't like.

Neither of these requirements is specifically right wing, though right wing people may want them just like the rest of us.