contains any is used to evaluate two lists against each other. It checks wether the list on the left side contains at least one value which is also present in the list, which could be a taxonomy, on the right side of the operator. In other words, contains_any will return true if the two lists have at least one value in common.
p is Person
p.nationalities contains any NonEUCountries
This expression checks if any value in the list of the nationalities of a person is part of the list non-EU country.