IMO if anything it's the opposite. EU could have made law to respect DNT header
if they wanted privacy but they won't because it would hurt "their" companies. Instead they tried to be super vague and preferentially sue companies who they have qualms with and the companies which they could get money from.
My previous company hired a lawyer from EU for sorting out GDPR, and even according to him the law didn't prevented all things which hurts privacy like a normal person will assume.
https://i.imgur.com/Ftuv74P.png