They actually do, the german police for example, generally destroys any video or image footage they make after 24 hours if there is no reason to believe they would help solve a crime.
I can't say anything about Latvia but in germany atleast the privacy of letter and remote communication is heavily protected and usually not granted lightly (exceptions being stuff like actual nazis)
People are definitely aware of the past and there is always a lot of outcry whenever a new law attempts to encroach on that territory, politicians have destroyed their careers with such proposals.
>And that's ignoring the fact that privacy protections have been systematically eroded further and further in Europe (e.g. recently in Germany).
Please note that the BND, the german intelligence service, recently shutdown a surveillance program after several thousands of people requested the deletion of their datasets.
>You will never be told you got tapped.
I don't understand why you should be told that the police is trying to get evidence of you doing a crime? Or someone else's crime?
Again, we have different laws and legal systems (!) in the EU up to and including not having the US constitutions. I think it would benefit the conversation if you recognize these differences instead of applying american laws and principles on the EU.