Do you also approve of surveillance states that a lot of EU countries are? Do you approve of push to end encrypted messaging? Do you approve of impossibility of getting an anonymous SIM card?
And the EU is the only thing that consistently fights countries that try to spy on their citizens. I'm in Denmark and the government flat out refuse to stop tracking people via the cell phone network. The EU is pretty much the only organization that cares and tries to stop it (hard to actually stop it when the local government just ignores every ruling from the EU on the subject).