> The EU abolished the €22 VAT exemption on low-value imports

Because it was abused by countless vendors that just wrote a random value below 22 Euros on the label no matter how much it cost.

> The EU introduced rules requiring consent for many non-essential cookies, helping turn everyday web browsing into an endless series of cookie banners

Not sure why you're blaming the messenger. Either way this can be solved by installing a browser plugin.

A lot of those things you listed the EU as doing sound like good things to me.