It's a case of "better is not perfect".
Yes, the EU & it's member states allow the police quite a bit of access to data and servers. However, there are still decently functional checks and balances. Unlike China, unlike Russia, unlike the US, where there is a carte-blanche already employed by authoritarian governments.
What the line really seems to refer to is General data protection. While "the state spies on you" is one attack vector, and one certainly becoming dangerous for oppressed minority groups in the US, it's not the only one.
For most people, really, all people because the authoritarian systems rely heavily on data from breaches, the chief risk to one's wellbeing are said data breaches. Of companies recklessly collecting all data they can get their hands on and retaining it forever.
There, the EU does have notably better laws. Where data collection and retention are restricted, and user-requested deletion is a legal right. (Enforcement of this is still a mess.)
Depends on the country, as much as it would xState in the US.