They are, it's just that individual states of Europe has a intelligence budget so low, they couldn't even spy on their own citizens let alone foreigners abroad.
Why should I, as a citizen of Europe, have less rights online than US citizens? Especially when we are talking about companies (Google, Microsoft, etc.) that operates within EU, whom are also forced by US law to give away stuff to US government.
Europe should create laws where service providers (working directly or indirectly in Europe) can't give the user's data to third parties without (very least) informing the user in question. Purpose of these laws should be aimed at conflicting with US's FISA request-law which prevents me from knowing if my data is given away or not.