If privacy were important, then protecting citizens from having the government violate it would be important. Protecting citizens from having governments share the findings of their violations with each other would be important.
But instead you have administration that wants to ban encryption and increase surveillance as much as possible. The idea that the EU cares about privacy has no credibility at all.
Governments are big and composed of competing interests, especially in a multi-party system like the EU. Assigning them a single stance is an oversimplification. (Parts of) the EU can be pro-privacy while being against it too.
Yes. Laws made vague enough so they can arbitrary claim something is a "data breach" or "antitrust", despite not being able to quantify the harm of these violations. Meanwhile, they still have yet to fine European automakers a single cent for Dieselgate, which had estimated to kill over a thousand EU residents.