[bux93]

Article 288 of the Treaty on the Functioning of the European Union "A regulation shall have general application. It shall be binding in its entirety and directly applicable in all Member States." - for example, GDPR.

But even if this were implemented using a Directive (note: the SE is created in a Regulation, that's the link in my previous comment), this still would not mean that the law or the directive would necessarily need to require a company to be "sponsored" by a specific state - whatever that means. (Again, it would help if you'd define "sponsor" with a specific legal reference.)

And even then, Von der Leyen could have been talking about changing the TFEU treaty itself, which is ambitious but certainly not impossible. But again, I see no reason why this can't be done in a regular fashion, just like the already extant SE Regulation.