Main problem is in US (unlike in Europe), the government don't want protect your privacy but want you to surrender it to them.
I wouldn't trust EU laws to protect my data. Maybe to some point, but I'm sure that European governments also collect data about their citizens. Data brokers and other companies also collect data about European citizens the same as in USA. IMO, there are some good tips in article for people who want to improve privacy of their data.
They do of course, but at least (in some) they have laws to protect users to some extent (sites must warns they will install cookies, etc...)
