Okay, I just had a chat with Shopify Tech Support, explained them problem, and sent a link to this topic. The Support have the option to send a “FEATURE REQUEST” to the Development Team, which will check this feature and keep this in mind in any possible update works.
I SUGGEST EVERYONE READING THIS SEND THEM SUCH REQUEST.
It seems to be the only smart idea to get them aware of this problem, which doesn’t make us grow the shopify business shops properly.
Here is the shortcut link for you to chat the support:
https://help.shopify.com/en/support/contact/chat
And here is the message that you can copy them if you are too busy to write your own:
Dear Shopify Support Team,
I am writing to bring to your attention a crucial missing feature in Shopify that is causing significant inconvenience and complications for European Union (EU) businesses engaged in B2B sales. Specifically, there is a lack of functionality to facilitate VAT exemption for customers who are registered in the VIES VAT database, which is essential for seamless EU trade.
Currently, EU companies registered in the VIES VAT database are unable to benefit from VAT exemption at the point of purchase on Shopify. This poses a significant challenge for businesses trying to conduct B2B transactions within the EU, as it directly affects the accuracy of taxation and the overall customer experience.
To address this issue effectively, I kindly request the implementation of a new field in the checkout process that verifies if the customer’s VAT number is registered in the VIES VAT database. This validation process will enable the system to automatically adjust the VAT rate to 0% for eligible customers, ensuring compliance with EU regulations and streamlining the buying process for businesses involved in cross-border transactions.
By incorporating this feature, Shopify would not only enhance its platform’s compatibility with EU e-commerce regulations but also provide an invaluable advantage to its customers by simplifying their VAT exemption procedures. This improvement would foster increased user satisfaction and promote the growth of B2B sales within the EU through the Shopify platform.
I understand that the development and implementation of new features require careful consideration and technical expertise. However, I strongly believe that addressing this critical issue would greatly benefit both Shopify and its EU user base, positioning the platform as a trusted and reliable solution for e-commerce operations in the European market.
Thank you for your attention to this matter. I look forward to hearing from you and would be happy to provide any additional information or support needed to expedite the implementation of this important feature. Your commitment to continuously improving the Shopify experience is greatly appreciated.
I will really appreciate if you could send that as a Feature Request to your Development Team.
STRENGTH IN NUMBERS 
So lets spam them as much as possible with that critical problem.