Laws like this don't appear out of thin air, those ideas come from member states and are voted on by politicians from all those member states. So without the EU stuff like this would have to be fought against in each individual state, because of course every government loves surveillance and will sooner or later try to increase it.
The 'problem' with the EU is that even if you live in a country that values privacy, if 51% of the other countries don't, you're out of luck.
It's similar to how in the US you have people complain about the flyover states, though I'd argue that people from Spain don't think of people from Poland as even close to the same. The difference between the two peoples ideologies is fundamentally great.
But at the same time, the 49% did vote to join a union where this could happen so could you argue they must be fine with it? I don't know.
> The 'problem' with the EU is that even if you live in a country that values privacy, if 51% of the other countries don't, you're out of luck.
National governments have veto rights on passed laws. Problem rather is that even when people value privacy, it's normally not on top of their priority list. E.g. in Germany people do value privacy if you ask them - but the two biggest parties don't, and people still vote for them.
Any democracy based on majority votes has the same problem. I don't fee like the disagreements between EU member countries are any bigger than disagreements between the citizens of one state.